+3,653.2%
FIX vs THC
+1,421.6%
+2,231.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.1% | +6.5% | +5.7% |
| 7D | -17.5% | +3.7% | -21.1% | -18.4% |
| 30D | -41.6% | +9.0% | -50.6% | -42.9% |
| 3M | -40.6% | +10.4% | -51.0% | -42.2% |
| 6M | -49.4% | +45.7% | -95.0% | -54.2% |
| YTD | +9.2% | +42.6% | -33.4% | -1.1% |
| 1Y | +6.5% | +38.8% | -32.3% | -3.1% |
| 3Y | +448.7% | +418.8% | +29.9% | +275.8% |
| 5Y | +948.7% | +275.7% | +673.1% | +638.0% |
| All | +3,653.2% | +1,421.6% | +2,231.5% | +1,949.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling