+70.0%
FDX vs THC
+274.4%
-204.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.5% |
| 7D | -1.6% | +3.7% | -5.3% | -2.3% |
| 30D | +6.6% | +9.0% | -2.4% | +5.0% |
| 3M | -2.1% | +10.4% | -12.5% | -3.8% |
| 6M | +2.2% | +45.7% | -43.5% | -4.9% |
| YTD | +33.9% | +42.6% | -8.6% | +24.5% |
| 1Y | +50.2% | +38.8% | +11.5% | +40.1% |
| 3Y | +65.5% | +418.8% | -353.3% | +14.1% |
| All | +70.0% | +274.4% | -204.3% | +22.8% |
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