+3,916.3%
FDX vs THC
+550.9%
+3,365.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.6% |
| 7D | -1.6% | +3.7% | -5.3% | -2.2% |
| 30D | +6.6% | +9.0% | -2.4% | +5.1% |
| 3M | -2.1% | +10.4% | -12.5% | -3.7% |
| 6M | +2.2% | +45.7% | -43.5% | -4.3% |
| YTD | +33.9% | +42.6% | -8.6% | +25.3% |
| 1Y | +50.2% | +38.8% | +11.5% | +40.9% |
| 3Y | +65.5% | +418.8% | -353.3% | +23.5% |
| 5Y | +74.1% | +275.7% | -201.6% | +32.5% |
| 10Y | +156.7% | +1,496.2% | -1,339.5% | +40.0% |
| All | +3,916.3% | +550.9% | +3,365.5% | +1,670.3% |
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