+352.7%
FERG vs THC
+1,002.8%
-650.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.2% | -1.6% |
| 7D | +0.9% | +4.1% | -3.2% | +0.6% |
| 30D | -15.1% | +3.5% | -18.6% | -15.3% |
| 3M | -4.8% | +61.7% | -66.6% | -8.0% |
| 6M | -2.5% | +11.8% | -14.3% | -3.5% |
| YTD | +1.8% | +35.4% | -33.6% | -0.6% |
| 1Y | -0.3% | +37.0% | -37.3% | -2.9% |
| 3Y | +52.9% | +260.1% | -207.2% | +39.9% |
| 5Y | +69.3% | +262.6% | -193.3% | +52.8% |
| 10Y | +352.7% | +1,039.2% | -686.5% | +319.9% |
| All | +352.7% | +1,002.8% | -650.1% | +319.9% |
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