-3.0%
FISV vs THC
+1,002.8%
-1,005.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.9% | -8.2% | -4.9% |
| 7D | -6.4% | +4.1% | -10.5% | -7.0% |
| 30D | -6.8% | +3.5% | -10.4% | -7.4% |
| 3M | -10.0% | +61.7% | -71.7% | -16.5% |
| 6M | -20.6% | +11.8% | -32.5% | -22.4% |
| YTD | -27.6% | +35.4% | -63.0% | -31.5% |
| 1Y | -64.3% | +37.0% | -101.3% | -66.5% |
| 3Y | -60.0% | +260.1% | -320.1% | -68.5% |
| 5Y | -57.7% | +262.6% | -320.3% | -67.7% |
| 10Y | -3.0% | +1,039.2% | -1,042.2% | -42.2% |
| All | -3.0% | +1,002.8% | -1,005.8% | -42.2% |
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