-71.4%
FIS vs THC
+274.4%
-345.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -2.1% |
| 7D | -25.5% | +3.7% | -29.2% | -26.3% |
| 30D | -15.1% | +9.0% | -24.1% | -16.8% |
| 3M | -32.1% | +10.4% | -42.5% | -33.7% |
| 6M | -36.1% | +45.7% | -81.7% | -41.1% |
| YTD | -55.4% | +42.6% | -98.0% | -59.1% |
| 1Y | -53.9% | +38.8% | -92.6% | -57.5% |
| 3Y | -39.8% | +418.8% | -458.6% | -61.4% |
| All | -71.4% | +274.4% | -345.7% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling