+86.1%
FICO vs THC
+287.8%
-201.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.4% |
| 7D | -0.3% | +5.9% | -6.1% | -1.9% |
| 30D | +1.7% | +10.8% | -9.1% | -1.1% |
| 3M | -35.2% | +9.4% | -44.6% | -36.8% |
| 6M | -33.7% | +53.3% | -86.9% | -40.7% |
| YTD | -58.2% | +44.2% | -102.3% | -62.3% |
| 1Y | -56.6% | +37.3% | -93.9% | -60.5% |
| 3Y | -24.0% | +421.6% | -445.6% | -54.8% |
| 5Y | +86.1% | +279.8% | -193.8% | +11.6% |
| All | +86.1% | +287.8% | -201.7% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling