+122.9%
FIX vs THC
+40.9%
+82.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.9% |
| 7D | +6.0% | -0.7% | +6.7% | +6.1% |
| 30D | -7.2% | +1.3% | -8.5% | -7.3% |
| 3M | -15.9% | +64.2% | -80.1% | -24.5% |
| 6M | +12.7% | +8.3% | +4.5% | +14.8% |
| YTD | +72.8% | +33.4% | +39.4% | +64.5% |
| 1Y | +122.9% | +37.7% | +85.2% | +113.4% |
| All | +122.9% | +40.9% | +82.0% | +113.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling