+602.8%
FICO vs THC
+1,000.2%
-397.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.6% | -17.3% | -16.8% |
| 7D | -19.2% | -0.7% | -18.5% | -19.1% |
| 30D | -14.6% | +1.3% | -15.9% | -14.8% |
| 3M | -20.1% | +64.2% | -84.3% | -27.6% |
| 6M | -36.3% | +8.3% | -44.6% | -37.7% |
| YTD | -44.9% | +33.4% | -78.2% | -48.5% |
| 1Y | -38.6% | +37.7% | -76.3% | -43.2% |
| 3Y | +4.0% | +236.8% | -232.8% | -21.5% |
| 5Y | +99.5% | +249.3% | -149.7% | +43.7% |
| All | +602.8% | +1,000.2% | -397.4% | +274.1% |
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 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