+4,079.4%
FFIV vs THC
+348.8%
+3,730.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -8.1% | +3.7% | -11.8% | -8.6% |
| 30D | -33.4% | +9.0% | -42.4% | -34.3% |
| 3M | -24.7% | +10.4% | -35.1% | -26.0% |
| 6M | -8.8% | +45.7% | -54.5% | -14.3% |
| YTD | +21.8% | +42.6% | -20.8% | +14.4% |
| 1Y | +25.3% | +38.8% | -13.5% | +17.9% |
| 3Y | +101.2% | +418.8% | -317.7% | +54.4% |
| 5Y | +40.2% | +275.7% | -235.4% | +9.8% |
| 10Y | +129.0% | +1,496.2% | -1,367.2% | +32.3% |
| All | +4,079.4% | +348.8% | +3,730.6% | +3,851.1% |
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 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