+67.1%
FDX vs THC
+250.3%
-183.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.7% |
| 7D | -2.5% | -0.7% | -1.9% | -2.4% |
| 30D | +3.8% | +1.3% | +2.5% | +3.5% |
| 3M | -1.3% | +64.2% | -65.6% | -9.9% |
| 6M | +5.0% | +8.3% | -3.3% | +2.9% |
| YTD | +39.6% | +33.4% | +6.3% | +31.4% |
| 1Y | +81.1% | +37.7% | +43.5% | +68.9% |
| 3Y | +63.0% | +236.8% | -173.7% | +23.0% |
| All | +67.1% | +250.3% | -183.2% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling