-24.1%
FICO vs THC
+413.3%
-437.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -38.6% |
| YTD | -58.3% | +42.6% | -100.9% | -61.3% |
| 1Y | -57.9% | +38.8% | -96.7% | -60.8% |
| 3Y | -24.1% | +418.8% | -442.9% | -43.3% |
| All | -24.1% | +413.3% | -437.3% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling