+2,896.1%
FITB vs THC
+508.9%
+2,387.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | -4.7% | +1.3% | -6.0% | -5.1% |
| 3M | +6.7% | +64.2% | -57.6% | -5.2% |
| 6M | +12.6% | +8.3% | +4.3% | +9.3% |
| YTD | +19.1% | +33.4% | -14.3% | +9.8% |
| 1Y | +22.6% | +37.7% | -15.0% | +11.7% |
| 3Y | +127.1% | +236.8% | -109.7% | +64.5% |
| 5Y | +71.8% | +249.3% | -177.4% | +18.3% |
| 10Y | +287.2% | +995.2% | -708.1% | +80.3% |
| All | +2,896.1% | +508.9% | +2,387.2% | +893.3% |
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