+8,419.6%
FIX vs THC
+281.4%
+8,138.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +9.6% | -24.7% | -16.8% |
| 7D | -18.9% | +8.8% | -27.8% | -20.4% |
| 30D | -36.3% | +12.6% | -48.9% | -37.9% |
| 3M | -38.5% | +15.4% | -53.9% | -40.4% |
| 6M | -42.3% | +57.7% | -99.9% | -47.7% |
| YTD | +17.1% | +47.1% | -30.0% | +7.1% |
| 1Y | +14.4% | +40.7% | -26.3% | +5.4% |
| 3Y | +486.7% | +432.1% | +54.5% | +323.2% |
| 5Y | +1,083.7% | +301.9% | +781.9% | +768.7% |
| 10Y | +3,932.4% | +1,546.5% | +2,386.0% | +1,985.7% |
| All | +8,419.6% | +281.4% | +8,138.2% | +4,559.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling