+376.5%
FIS vs THC
+95.5%
+281.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.8% |
| 6M | -14.7% | +8.3% | -22.9% | -16.1% |
| YTD | -35.7% | +33.4% | -69.1% | -38.8% |
| 1Y | -37.1% | +37.7% | -74.7% | -40.5% |
| 3Y | -20.0% | +236.8% | -256.8% | -34.5% |
| 5Y | -62.1% | +249.3% | -311.4% | -69.9% |
| 10Y | -37.4% | +995.2% | -1,032.6% | -61.5% |
| All | +376.5% | +95.5% | +281.0% | +183.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling