-56.6%
FIG vs THC
+32.5%
-89.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.3% | -3.4% | -5.5% |
| 7D | -16.4% | -2.6% | -13.8% | -16.1% |
| 30D | -2.3% | -1.2% | -1.1% | -2.3% |
| 3M | +7.8% | +58.9% | -51.1% | +6.6% |
| 6M | -21.8% | +9.3% | -31.2% | -22.6% |
| YTD | -39.1% | +30.4% | -69.5% | -39.0% |
| 1Y | -56.6% | +34.6% | -91.2% | -58.2% |
| All | -56.6% | +32.5% | -89.1% | -58.2% |
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