+11,131.7%
FISV vs THC
+508.9%
+10,622.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -0.3% | -0.7% | +0.3% | -0.3% |
| 30D | -2.1% | +1.3% | -3.3% | -2.3% |
| 3M | -5.7% | +64.2% | -70.0% | -12.0% |
| 6M | -15.3% | +8.3% | -23.6% | -16.7% |
| YTD | -21.1% | +33.4% | -54.5% | -24.7% |
| 1Y | -61.1% | +37.7% | -98.8% | -63.2% |
| 3Y | -56.8% | +236.8% | -293.6% | -64.5% |
| 5Y | -54.2% | +249.3% | -303.4% | -63.4% |
| 10Y | +1.6% | +995.2% | -993.7% | -37.2% |
| All | +11,131.7% | +508.9% | +10,622.8% | +5,540.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling