-36.3%
FICO vs THC
+9.3%
-45.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -14.9% |
| 3M | -20.1% | +64.2% | -84.3% | -25.1% |
| 6M | -36.3% | +8.3% | -44.6% | -42.8% |
| All | -36.3% | +9.3% | -45.6% | -42.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling