-79.1%
FIG vs THC
+65.2%
-144.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.4% |
| 7D | -16.3% | -0.7% | -15.7% | -16.3% |
| 30D | -14.3% | +1.3% | -15.6% | -14.4% |
| 3M | +7.2% | +64.2% | -57.1% | +10.6% |
| 6M | -18.6% | +8.3% | -26.9% | -20.4% |
| YTD | -35.5% | +33.4% | -68.8% | -34.0% |
| 1Y | -55.8% | +37.7% | -93.5% | -55.1% |
| All | -79.1% | +65.2% | -144.3% | -70.2% |
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 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