+126.6%
FFIV vs THC
+1,325.8%
-1,199.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.9% |
| 7D | -2.1% | +7.5% | -9.6% | -3.3% |
| 30D | -33.8% | +9.6% | -43.3% | -34.9% |
| 3M | -20.6% | +10.3% | -30.9% | -22.1% |
| 6M | -10.2% | +51.8% | -62.0% | -17.0% |
| YTD | +24.5% | +45.4% | -20.9% | +15.3% |
| 1Y | +29.3% | +40.8% | -11.5% | +20.2% |
| 3Y | +103.8% | +448.8% | -345.0% | +47.1% |
| 5Y | +40.9% | +263.4% | -222.5% | +5.5% |
| 10Y | +126.6% | +1,800.1% | -1,673.5% | +23.4% |
| All | +126.6% | +1,325.8% | -1,199.2% | +23.4% |
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