-9.2%
FLUT vs THC
+952.2%
-961.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.8% | +0.8% |
| 7D | +3.8% | -2.6% | +6.4% | +4.0% |
| 30D | +6.3% | -1.2% | +7.5% | +6.4% |
| 3M | -4.0% | +58.9% | -63.0% | -7.6% |
| 6M | -10.3% | +9.3% | -19.6% | -11.2% |
| YTD | -53.2% | +30.4% | -83.5% | -54.4% |
| 1Y | -65.0% | +34.6% | -99.6% | -66.1% |
| 3Y | -43.9% | +246.7% | -290.6% | -49.9% |
| 5Y | -49.2% | +244.5% | -293.8% | -55.4% |
| 10Y | -9.2% | +950.1% | -959.3% | -24.3% |
| All | -9.2% | +952.2% | -961.4% | -24.3% |
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