-84.0%
FIG vs THC
+78.5%
-162.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.0% | -14.7% | -16.5% |
| 7D | -17.4% | +5.9% | -23.3% | -17.6% |
| 30D | -15.9% | +10.8% | -26.7% | -16.2% |
| 3M | -34.5% | +9.4% | -43.9% | -34.7% |
| 6M | -5.0% | +53.3% | -58.3% | -4.2% |
| YTD | -50.7% | +44.2% | -94.8% | -49.7% |
| 1Y | -58.1% | +37.3% | -95.4% | -58.8% |
| All | -84.0% | +78.5% | -162.5% | -77.3% |
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