-51.1%
FIS vs THC
+46.1%
-97.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +9.6% | -33.3% | -23.4% |
| 7D | -18.4% | +8.8% | -27.3% | -18.1% |
| 30D | -11.4% | +12.6% | -24.0% | -11.3% |
| 3M | -32.0% | +15.4% | -47.3% | -32.0% |
| 6M | -35.6% | +57.7% | -93.3% | -36.7% |
| YTD | -53.8% | +47.1% | -100.9% | -54.1% |
| 1Y | -51.1% | +40.7% | -91.8% | -51.2% |
| All | -51.1% | +46.1% | -97.2% | -51.2% |
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