+114.4%
FE vs THC
+1,000.2%
-885.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | +1.9% | -0.7% | +2.6% | +2.0% |
| 30D | -1.2% | +1.3% | -2.4% | -1.3% |
| 3M | +3.5% | +64.2% | -60.8% | -1.9% |
| 6M | -6.1% | +8.3% | -14.3% | -7.3% |
| YTD | +7.6% | +33.4% | -25.8% | +3.8% |
| 1Y | +11.9% | +37.7% | -25.8% | +7.4% |
| 3Y | +48.4% | +236.8% | -188.4% | +27.5% |
| 5Y | +44.8% | +249.3% | -204.5% | +20.9% |
| All | +114.4% | +1,000.2% | -885.9% | +51.1% |
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