+948.1%
FIX vs THC
+274.4%
+673.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.1% | +6.5% | +5.7% |
| 7D | -17.5% | +3.7% | -21.1% | -18.5% |
| 30D | -41.6% | +9.0% | -50.6% | -43.1% |
| 3M | -40.6% | +10.4% | -51.0% | -42.5% |
| 6M | -49.4% | +45.7% | -95.0% | -55.4% |
| YTD | +9.2% | +42.6% | -33.4% | -3.8% |
| 1Y | +6.5% | +38.8% | -32.3% | -5.6% |
| 3Y | +448.7% | +418.8% | +29.9% | +233.6% |
| All | +948.1% | +274.4% | +673.7% | +566.4% |
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 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