+894.6%
FIX vs THC
+287.8%
+606.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.0% | -9.6% | -11.1% |
| 7D | -27.2% | +5.9% | -33.1% | -28.6% |
| 30D | -46.9% | +10.8% | -57.8% | -48.6% |
| 3M | -44.4% | +9.4% | -53.9% | -46.1% |
| 6M | -50.9% | +53.3% | -104.2% | -57.4% |
| YTD | +3.5% | +44.2% | -40.6% | -9.0% |
| 1Y | -2.1% | +37.3% | -39.4% | -12.8% |
| 3Y | +418.7% | +421.6% | -2.8% | +215.1% |
| 5Y | +894.6% | +279.8% | +614.7% | +531.7% |
| All | +894.6% | +287.8% | +606.8% | +531.7% |
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