+777.0%
FIX vs THC
+238.5%
+538.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +6.0% | -0.7% | +6.7% | +6.2% |
| 30D | -7.2% | +1.3% | -8.5% | -7.6% |
| 3M | -15.9% | +64.2% | -80.1% | -29.4% |
| 6M | +12.7% | +8.3% | +4.5% | +9.4% |
| YTD | +72.8% | +33.4% | +39.4% | +54.7% |
| 1Y | +122.9% | +37.7% | +85.2% | +96.0% |
| All | +777.0% | +238.5% | +538.5% | +453.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling