+499.7%
FICO vs THC
+1,421.6%
-922.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -0.9% | +3.7% | -4.6% | -1.8% |
| 30D | +3.3% | +9.0% | -5.7% | +1.4% |
| 3M | -31.7% | +10.4% | -42.1% | -33.2% |
| 6M | -34.0% | +45.7% | -79.6% | -39.0% |
| YTD | -58.3% | +42.6% | -100.9% | -61.6% |
| 1Y | -57.9% | +38.8% | -96.7% | -61.1% |
| 3Y | -24.1% | +418.8% | -442.9% | -47.3% |
| 5Y | +85.3% | +275.7% | -190.4% | +31.6% |
| All | +499.7% | +1,421.6% | -922.0% | +207.5% |
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