+1,027.6%
FIX vs THC
+258.4%
+769.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +9.4% | +1.0% | +8.5% | +9.2% |
| 30D | -27.8% | +5.3% | -33.1% | -29.0% |
| 3M | -35.6% | +7.1% | -42.7% | -37.1% |
| 6M | -45.2% | +46.0% | -91.3% | -51.8% |
| YTD | +19.5% | +43.9% | -24.5% | +5.1% |
| 1Y | +24.2% | +45.4% | -21.2% | +8.8% |
| 3Y | +494.2% | +421.3% | +72.9% | +260.0% |
| All | +1,027.6% | +258.4% | +769.2% | +632.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling