+442.4%
FLEX vs THC
+238.5%
+204.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | -0.9% | -0.7% | -0.2% | -0.8% |
| 30D | -10.1% | +1.3% | -11.4% | -10.4% |
| 3M | -31.3% | +64.2% | -95.6% | -39.0% |
| 6M | +71.3% | +8.3% | +63.0% | +67.7% |
| YTD | +81.2% | +33.4% | +47.9% | +68.4% |
| 1Y | +98.5% | +37.7% | +60.8% | +81.9% |
| All | +442.4% | +238.5% | +204.0% | +321.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling