+2,892.9%
FITB vs THC
+563.9%
+2,329.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +2.0% |
| 7D | -1.1% | +7.5% | -8.6% | -2.7% |
| 30D | +7.3% | +9.6% | -2.2% | +5.1% |
| 3M | -4.0% | +10.3% | -14.2% | -6.3% |
| 6M | +11.9% | +51.8% | -39.9% | +0.8% |
| YTD | +19.0% | +45.4% | -26.4% | +7.4% |
| 1Y | +31.0% | +40.8% | -9.8% | +18.8% |
| 3Y | +143.8% | +448.8% | -305.0% | +58.3% |
| 5Y | +48.9% | +263.4% | -214.5% | +1.7% |
| 10Y | +236.6% | +1,800.1% | -1,563.5% | +42.2% |
| All | +2,892.9% | +563.9% | +2,329.0% | +871.3% |
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