+538.9%
FICO vs THC
+1,818.8%
-1,279.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -0.8% | +7.5% | -8.3% | -2.4% |
| 3M | -31.3% | +7.5% | -38.8% | -32.4% |
| 6M | -33.9% | +46.4% | -80.4% | -39.2% |
| YTD | -57.6% | +44.4% | -101.9% | -61.1% |
| 1Y | -59.7% | +43.4% | -103.1% | -63.0% |
| 3Y | -28.0% | +433.3% | -461.3% | -50.9% |
| 5Y | +91.0% | +262.5% | -171.6% | +35.0% |
| All | +538.9% | +1,818.8% | -1,279.9% | +212.8% |
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