-83.2%
FIG vs THC
+78.2%
-161.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.8% |
| 7D | +3.4% | +1.0% | +2.4% | +3.3% |
| 30D | -9.5% | +5.3% | -14.8% | -9.7% |
| 3M | -26.2% | +7.1% | -33.3% | -26.4% |
| 6M | +2.7% | +46.0% | -43.3% | +3.1% |
| YTD | -48.0% | +43.9% | -91.9% | -46.9% |
| 1Y | -52.0% | +45.4% | -97.5% | -51.6% |
| All | -83.2% | +78.2% | -161.4% | -76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling