+4,087.3%
FDX vs THC
+508.9%
+3,578.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.6% |
| 7D | -2.5% | -0.7% | -1.9% | -2.4% |
| 30D | +3.8% | +1.3% | +2.5% | +3.6% |
| 3M | -1.3% | +64.2% | -65.6% | -9.1% |
| 6M | +5.0% | +8.3% | -3.3% | +2.9% |
| YTD | +39.6% | +33.4% | +6.3% | +32.1% |
| 1Y | +81.1% | +37.7% | +43.5% | +70.0% |
| 3Y | +63.0% | +236.8% | -173.7% | +30.0% |
| 5Y | +65.6% | +249.3% | -183.6% | +27.4% |
| 10Y | +183.4% | +995.2% | -811.9% | +62.7% |
| All | +4,087.3% | +508.9% | +3,578.5% | +1,766.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling