+78,963.7%
FICO vs THC
+558.0%
+78,405.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.2% |
| 7D | -0.3% | +5.9% | -6.1% | -1.3% |
| 30D | +1.7% | +10.8% | -9.1% | 0.0% |
| 3M | -35.2% | +9.4% | -44.6% | -36.2% |
| 6M | -33.7% | +53.3% | -86.9% | -38.2% |
| YTD | -58.2% | +44.2% | -102.3% | -60.9% |
| 1Y | -56.6% | +37.3% | -93.9% | -59.2% |
| 3Y | -24.0% | +421.6% | -445.6% | -42.9% |
| 5Y | +86.1% | +279.8% | -193.8% | +42.8% |
| 10Y | +522.8% | +1,513.9% | -991.1% | +244.6% |
| All | +78,963.7% | +558.0% | +78,405.6% | +41,337.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling