-83.7%
FIG vs THC
+76.6%
-160.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.1% |
| 7D | -13.1% | +3.7% | -16.8% | -13.3% |
| 30D | -13.0% | +9.0% | -22.0% | -13.2% |
| 3M | -21.5% | +10.4% | -31.9% | -21.8% |
| 6M | -2.5% | +45.7% | -48.2% | -1.9% |
| YTD | -49.7% | +42.6% | -92.2% | -48.6% |
| 1Y | -59.1% | +38.8% | -97.8% | -59.4% |
| All | -83.7% | +76.6% | -160.3% | -76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling