-42.7%
FIS vs THC
+40.1%
-82.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.9% | -7.3% | -3.7% |
| 7D | -9.1% | +4.1% | -13.2% | -9.4% |
| 30D | -10.4% | +3.5% | -14.0% | -10.7% |
| 3M | -3.7% | +61.7% | -65.4% | -5.5% |
| 6M | -24.8% | +11.8% | -36.6% | -27.1% |
| YTD | -41.6% | +35.4% | -77.0% | -42.4% |
| 1Y | -42.7% | +37.0% | -79.8% | -44.3% |
| All | -42.7% | +40.1% | -82.8% | -44.3% |
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 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