-51.7%
FIG vs THC
+46.1%
-97.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.6% | -4.4% | +4.1% |
| 7D | -4.7% | +8.8% | -13.5% | -5.6% |
| 30D | +0.5% | +12.6% | -12.1% | -0.7% |
| 3M | -18.4% | +15.4% | -33.8% | -19.6% |
| 6M | +10.9% | +57.7% | -46.8% | +8.5% |
| YTD | -40.8% | +47.1% | -87.8% | -40.8% |
| 1Y | -51.7% | +40.7% | -92.4% | -51.2% |
| All | -51.7% | +46.1% | -97.8% | -51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling