-49.8%
FLUT vs THC
+258.4%
-308.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -0.7% | +1.0% | -1.7% | -0.8% |
| 30D | +9.3% | +5.3% | +3.9% | +8.1% |
| 3M | -17.5% | +7.1% | -24.6% | -18.7% |
| 6M | -14.6% | +46.0% | -60.6% | -21.0% |
| YTD | -62.3% | +43.9% | -106.2% | -65.2% |
| 1Y | -59.6% | +45.4% | -105.1% | -63.0% |
| 3Y | -45.3% | +421.3% | -466.6% | -64.6% |
| All | -49.8% | +258.4% | -308.2% | -66.3% |
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 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