-55.3%
FIS vs THC
+1,325.8%
-1,381.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.7% |
| 7D | -29.4% | +7.5% | -36.9% | -30.5% |
| 30D | -16.7% | +9.6% | -26.3% | -18.3% |
| 3M | -33.0% | +10.3% | -43.2% | -34.4% |
| 6M | -33.3% | +51.8% | -85.1% | -38.1% |
| YTD | -56.0% | +45.4% | -101.4% | -59.2% |
| 1Y | -54.6% | +40.8% | -95.4% | -57.7% |
| 3Y | -40.6% | +448.8% | -489.4% | -56.8% |
| 5Y | -71.9% | +263.4% | -335.3% | -78.9% |
| 10Y | -55.3% | +1,800.1% | -1,855.4% | -73.4% |
| All | -55.3% | +1,325.8% | -1,381.1% | -73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling