+13.8%
FIX vs THC
+51.2%
-37.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -13.9% | +8.8% | -22.8% | -13.8% |
| 30D | -35.5% | +10.0% | -45.6% | -35.5% |
| 3M | -33.9% | +11.7% | -45.6% | -34.0% |
| 6M | -43.3% | +52.5% | -95.8% | -46.4% |
| YTD | +18.7% | +46.1% | -27.4% | +12.4% |
| 1Y | +13.8% | +49.1% | -35.3% | +6.0% |
| All | +13.8% | +51.2% | -37.4% | +6.0% |
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