+576.2%
FE vs THC
+226.0%
+350.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.3% |
| 6M | -6.1% | +8.3% | -14.3% | -7.1% |
| YTD | +7.6% | +33.4% | -25.8% | +4.2% |
| 1Y | +11.9% | +37.7% | -25.8% | +7.9% |
| 3Y | +48.4% | +236.8% | -188.4% | +30.1% |
| 5Y | +44.8% | +249.3% | -204.5% | +24.1% |
| 10Y | +115.9% | +995.2% | -879.4% | +54.8% |
| All | +576.2% | +226.0% | +350.2% | +340.5% |
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