+13,416.2%
FISV vs THC
+557.1%
+12,859.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.7% |
| 7D | +1.4% | +1.0% | +0.5% | +1.3% |
| 30D | +38.4% | +5.3% | +33.1% | +37.5% |
| 3M | +14.9% | +7.1% | +7.8% | +13.8% |
| 6M | +21.8% | +46.0% | -24.3% | +15.3% |
| YTD | -5.0% | +43.9% | -49.0% | -10.4% |
| 1Y | -1.2% | +45.4% | -46.6% | -7.0% |
| 3Y | -47.5% | +421.3% | -468.8% | -59.2% |
| 5Y | -36.7% | +261.5% | -298.2% | -49.7% |
| 10Y | +26.9% | +1,865.8% | -1,839.0% | -26.5% |
| All | +13,416.2% | +557.1% | +12,859.1% | +6,614.3% |
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