+581.0%
FE vs THC
+252.4%
+328.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | 0.0% |
| 7D | +0.6% | +5.9% | -5.3% | 0.0% |
| 30D | +6.4% | +10.8% | -4.4% | +5.4% |
| 3M | -0.5% | +9.4% | -9.9% | -1.4% |
| 6M | +4.7% | +53.3% | -48.5% | +0.4% |
| YTD | +8.4% | +44.2% | -35.8% | +4.1% |
| 1Y | +7.2% | +37.3% | -30.1% | +3.4% |
| 3Y | +44.9% | +421.6% | -376.7% | +22.2% |
| 5Y | +46.3% | +279.8% | -233.5% | +24.4% |
| 10Y | +110.3% | +1,513.9% | -1,403.6% | +46.1% |
| All | +581.0% | +252.4% | +328.6% | +340.2% |
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