+22.9%
FISV vs THC
+1,818.8%
-1,795.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.4% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +31.8% | +7.5% | +24.3% | +30.3% |
| 3M | +19.3% | +7.5% | +11.8% | +17.8% |
| 6M | +12.1% | +46.4% | -34.4% | +5.0% |
| YTD | -8.4% | +44.4% | -52.8% | -14.5% |
| 1Y | -4.5% | +43.4% | -47.9% | -10.8% |
| 3Y | -49.4% | +433.3% | -482.7% | -62.9% |
| 5Y | -39.0% | +262.5% | -301.5% | -54.0% |
| All | +22.9% | +1,818.8% | -1,795.9% | -30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling