+640.4%
FLEX vs THC
+1,325.8%
-685.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.0% | +10.0% | +11.5% |
| 7D | -7.2% | +7.5% | -14.6% | -9.2% |
| 30D | -34.8% | +9.6% | -44.3% | -36.6% |
| 3M | -35.6% | +10.3% | -45.8% | -37.6% |
| 6M | -45.0% | +51.8% | -96.8% | -52.0% |
| YTD | +29.4% | +45.4% | -16.1% | +13.6% |
| 1Y | +24.8% | +40.8% | -16.0% | +10.2% |
| 3Y | +304.4% | +448.8% | -144.4% | +136.8% |
| 5Y | +484.1% | +263.4% | +220.7% | +264.7% |
| 10Y | +640.4% | +1,800.1% | -1,159.7% | +186.1% |
| All | +640.4% | +1,325.8% | -685.3% | +186.1% |
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 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