-56.5%
FISV vs THC
+248.0%
-304.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.8% | -3.7% |
| 7D | -1.6% | -2.6% | +1.0% | -1.2% |
| 30D | -3.0% | -1.2% | -1.8% | -2.8% |
| 3M | -3.5% | +58.9% | -62.5% | -10.6% |
| 6M | -19.4% | +9.3% | -28.7% | -21.0% |
| YTD | -24.3% | +30.4% | -54.6% | -28.1% |
| 1Y | -62.4% | +34.6% | -97.0% | -64.7% |
| 3Y | -58.2% | +246.7% | -304.8% | -68.5% |
| 5Y | -56.5% | +244.5% | -301.1% | -68.0% |
| All | -56.5% | +248.0% | -304.5% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling