-3.7%
FISV vs THC
+46.1%
-49.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +9.6% | -3.3% | +5.3% |
| 7D | +29.6% | +8.8% | +20.8% | +28.5% |
| 30D | +34.5% | +12.6% | +21.8% | +32.9% |
| 3M | +11.2% | +15.4% | -4.1% | +9.7% |
| 6M | -1.2% | +57.7% | -58.9% | -4.5% |
| YTD | -7.6% | +47.1% | -54.7% | -9.5% |
| 1Y | -3.7% | +40.7% | -44.4% | -5.6% |
| All | -3.7% | +46.1% | -49.9% | -5.6% |
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 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