+38.4%
FFIV vs THC
+258.8%
-220.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.4% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -33.3% | +7.5% | -40.8% | -34.3% |
| 3M | -24.9% | +7.5% | -32.4% | -26.1% |
| 6M | -10.5% | +46.4% | -57.0% | -17.4% |
| YTD | +24.4% | +44.4% | -19.9% | +14.4% |
| 1Y | +32.3% | +43.4% | -11.2% | +21.5% |
| 3Y | +99.7% | +433.3% | -333.6% | +31.3% |
| 5Y | +38.4% | +262.5% | -224.1% | -2.1% |
| All | +38.4% | +258.8% | -220.3% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling