+156.3%
FDX vs THC
+1,325.8%
-1,169.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +3.1% |
| 7D | +0.2% | +7.5% | -7.3% | -1.2% |
| 30D | +9.3% | +9.6% | -0.3% | +7.4% |
| 3M | +0.5% | +10.3% | -9.8% | -1.5% |
| 6M | +5.3% | +51.8% | -46.5% | -3.5% |
| YTD | +38.6% | +45.4% | -6.8% | +27.3% |
| 1Y | +53.5% | +40.8% | +12.7% | +41.6% |
| 3Y | +74.2% | +448.8% | -374.6% | +19.3% |
| 5Y | +75.3% | +263.4% | -188.1% | +25.2% |
| 10Y | +156.3% | +1,800.1% | -1,643.8% | +28.2% |
| All | +156.3% | +1,325.8% | -1,169.5% | +28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling