+5,150.0%
FFIV vs THC
+319.8%
+4,830.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -1.0% | -0.7% | -0.3% | -0.9% |
| 30D | -5.1% | +1.3% | -6.3% | -5.3% |
| 3M | -4.5% | +64.2% | -68.7% | -11.3% |
| 6M | +36.5% | +8.3% | +28.2% | +33.9% |
| YTD | +53.0% | +33.4% | +19.6% | +45.3% |
| 1Y | +24.2% | +37.7% | -13.5% | +17.2% |
| 3Y | +137.2% | +236.8% | -99.6% | +93.6% |
| 5Y | +91.8% | +249.3% | -157.5% | +51.9% |
| 10Y | +215.2% | +995.2% | -780.1% | +90.9% |
| All | +5,150.0% | +319.8% | +4,830.2% | +4,920.2% |
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