-26.3%
FLUT vs THC
+1,421.6%
-1,448.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | -1.1% | +3.7% | -4.8% | -1.4% |
| 30D | +7.7% | +9.0% | -1.3% | +6.9% |
| 3M | -12.2% | +10.4% | -22.6% | -12.9% |
| 6M | -17.6% | +45.7% | -63.2% | -20.2% |
| YTD | -62.0% | +42.6% | -104.6% | -63.3% |
| 1Y | -62.3% | +38.8% | -101.0% | -63.5% |
| 3Y | -52.0% | +418.8% | -470.8% | -58.4% |
| 5Y | -51.8% | +275.7% | -327.4% | -58.0% |
| All | -26.3% | +1,421.6% | -1,448.0% | -39.4% |
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 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