+65.0%
FDX vs THC
+46.1%
+18.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.6% | -6.0% | +2.7% |
| 7D | +8.1% | +8.8% | -0.7% | +7.3% |
| 30D | +13.9% | +12.6% | +1.3% | +12.7% |
| 3M | +5.5% | +15.4% | -9.8% | +4.2% |
| 6M | +15.1% | +57.7% | -42.5% | +10.3% |
| YTD | +43.2% | +47.1% | -3.9% | +39.1% |
| 1Y | +65.0% | +40.7% | +24.4% | +60.9% |
| All | +65.0% | +46.1% | +18.9% | +60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling