+93.4%
FAST vs THC
+418.9%
-325.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.4% |
| 7D | +0.7% | +5.9% | -5.2% | 0.0% |
| 30D | +4.6% | +10.8% | -6.2% | +3.4% |
| 3M | +6.4% | +9.4% | -3.1% | +5.2% |
| 6M | +20.6% | +53.3% | -32.7% | +14.6% |
| YTD | +34.7% | +44.2% | -9.5% | +28.5% |
| 1Y | +29.7% | +37.3% | -7.7% | +24.2% |
| All | +93.4% | +418.9% | -325.5% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling