+65.5%
FDX vs THC
+413.3%
-347.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.6% |
| 7D | -1.6% | +3.7% | -5.3% | -2.1% |
| 30D | +6.6% | +9.0% | -2.4% | +5.4% |
| 3M | -2.1% | +10.4% | -12.5% | -3.4% |
| 6M | +2.2% | +45.7% | -43.5% | -3.2% |
| YTD | +33.9% | +42.6% | -8.6% | +26.9% |
| 1Y | +50.2% | +38.8% | +11.5% | +42.7% |
| 3Y | +65.5% | +418.8% | -353.3% | +13.7% |
| All | +65.5% | +413.3% | -347.7% | +13.7% |
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