-51.1%
FLUT vs THC
+250.3%
-301.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -1.6% | -0.7% | -1.0% | -1.6% |
| 30D | +7.7% | +1.3% | +6.5% | +7.4% |
| 3M | -0.7% | +64.2% | -65.0% | -10.0% |
| 6M | -11.2% | +8.3% | -19.4% | -13.0% |
| YTD | -53.4% | +33.4% | -86.8% | -56.5% |
| 1Y | -65.8% | +37.7% | -103.4% | -68.4% |
| 3Y | -44.9% | +236.8% | -281.7% | -60.6% |
| All | -51.1% | +250.3% | -301.4% | -66.8% |
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