+4,029.2%
FDX vs THC
+558.0%
+3,471.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -3.5% |
| 7D | +2.9% | +5.9% | -3.0% | +2.0% |
| 30D | +9.6% | +10.8% | -1.2% | +7.8% |
| 3M | +2.4% | +9.4% | -7.1% | +0.8% |
| 6M | +9.2% | +53.3% | -44.0% | +1.5% |
| YTD | +37.7% | +44.2% | -6.4% | +28.6% |
| 1Y | +56.1% | +37.3% | +18.8% | +46.6% |
| 3Y | +68.9% | +421.6% | -352.7% | +25.9% |
| 5Y | +79.0% | +279.8% | -200.9% | +36.0% |
| 10Y | +163.9% | +1,513.9% | -1,350.0% | +43.7% |
| All | +4,029.2% | +558.0% | +3,471.2% | +1,716.9% |
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 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