+614.8%
FLEX vs THC
+1,813.2%
-1,198.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | +7.5% | +1.0% | +6.5% | +7.2% |
| 30D | -25.3% | +5.3% | -30.6% | -26.6% |
| 3M | -39.7% | +7.1% | -46.8% | -41.1% |
| 6M | -47.9% | +46.0% | -93.9% | -54.0% |
| YTD | +24.1% | +43.9% | -19.8% | +9.1% |
| 1Y | +26.0% | +45.4% | -19.5% | +10.2% |
| 3Y | +282.7% | +421.3% | -138.6% | +126.6% |
| 5Y | +424.2% | +261.5% | +162.8% | +226.8% |
| All | +614.8% | +1,813.2% | -1,198.5% | +172.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling