-17.4%
FIS vs THC
+244.5%
-261.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +1.1% | -0.7% | +1.7% | +1.2% |
| 30D | -2.2% | +1.3% | -3.5% | -2.4% |
| 3M | +2.1% | +64.2% | -62.1% | -3.7% |
| 6M | -14.7% | +8.3% | -22.9% | -16.0% |
| YTD | -35.7% | +33.4% | -69.1% | -38.3% |
| 1Y | -37.1% | +37.7% | -74.7% | -40.1% |
| All | -17.4% | +244.5% | -261.9% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling