+452.4%
FLEX vs THC
+264.0%
+188.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | -13.6% | +8.8% | -22.5% | -15.5% |
| 30D | -36.5% | +10.0% | -46.5% | -38.1% |
| 3M | -36.4% | +11.7% | -48.1% | -38.3% |
| 6M | -46.5% | +52.5% | -98.9% | -52.8% |
| YTD | +25.9% | +46.1% | -20.1% | +11.7% |
| 1Y | +19.6% | +49.1% | -29.5% | +5.2% |
| 3Y | +287.0% | +439.6% | -152.6% | +126.8% |
| All | +452.4% | +264.0% | +188.4% | +257.6% |
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