-49.4%
FISV vs THC
+425.2%
-474.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.5% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +31.8% | +7.5% | +24.3% | +30.8% |
| 3M | +19.3% | +7.5% | +11.8% | +18.3% |
| 6M | +12.1% | +46.4% | -34.4% | +7.7% |
| YTD | -8.4% | +44.4% | -52.8% | -12.0% |
| 1Y | -4.5% | +43.4% | -47.9% | -8.3% |
| All | -49.4% | +425.2% | -474.6% | -56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling