+416.7%
FLEX vs THC
+274.4%
+142.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +4.8% |
| 7D | -19.3% | +3.7% | -23.0% | -20.2% |
| 30D | -41.5% | +9.0% | -50.6% | -42.9% |
| 3M | -43.1% | +10.4% | -53.5% | -44.7% |
| 6M | -48.2% | +45.7% | -93.9% | -53.8% |
| YTD | +15.5% | +42.6% | -27.1% | +3.0% |
| 1Y | +10.2% | +38.8% | -28.5% | -1.2% |
| 3Y | +256.8% | +418.8% | -162.0% | +112.1% |
| All | +416.7% | +274.4% | +142.3% | +225.4% |
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 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