+230.6%
FIS vs THC
+108.9%
+121.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -2.1% |
| 7D | -25.5% | +3.7% | -29.2% | -26.2% |
| 30D | -15.1% | +9.0% | -24.1% | -16.4% |
| 3M | -32.1% | +10.4% | -42.5% | -33.4% |
| 6M | -36.1% | +45.7% | -81.7% | -39.8% |
| YTD | -55.4% | +42.6% | -98.0% | -58.1% |
| 1Y | -53.9% | +38.8% | -92.6% | -56.6% |
| 3Y | -39.8% | +418.8% | -458.6% | -53.7% |
| 5Y | -71.1% | +275.7% | -346.8% | -77.3% |
| 10Y | -53.8% | +1,496.2% | -1,550.1% | -73.0% |
| All | +230.6% | +108.9% | +121.6% | +93.6% |
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