+541.4%
FICO vs THC
+1,813.2%
-1,271.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +2.2% | +1.0% | +1.3% | +2.0% |
| 30D | +0.1% | +5.3% | -5.2% | -1.1% |
| 3M | -35.2% | +7.1% | -42.3% | -36.2% |
| 6M | -32.4% | +46.0% | -78.4% | -37.7% |
| YTD | -57.4% | +43.9% | -101.3% | -60.9% |
| 1Y | -58.5% | +45.4% | -104.0% | -62.1% |
| 3Y | -28.9% | +421.3% | -450.1% | -51.2% |
| 5Y | +91.7% | +261.5% | -169.8% | +35.6% |
| All | +541.4% | +1,813.2% | -1,271.8% | +214.2% |
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 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