+104.2%
FE vs THC
+1,421.6%
-1,317.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | 0.0% | +3.7% | -3.7% | -0.4% |
| 30D | +5.2% | +9.0% | -3.9% | +4.2% |
| 3M | 0.0% | +10.4% | -10.4% | -1.1% |
| 6M | +5.0% | +45.7% | -40.6% | +0.7% |
| YTD | +7.9% | +42.6% | -34.7% | +3.3% |
| 1Y | +6.3% | +38.8% | -32.4% | +2.0% |
| 3Y | +46.0% | +418.8% | -372.8% | +20.1% |
| 5Y | +45.6% | +275.7% | -230.0% | +20.9% |
| All | +104.2% | +1,421.6% | -1,317.4% | +39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling