+1,664.3%
FLUT vs THC
+40.7%
+1,623.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.3% |
| 7D | -6.5% | +7.5% | -13.9% | -6.8% |
| 30D | +2.8% | +9.6% | -6.8% | +2.3% |
| 3M | -13.5% | +10.3% | -23.7% | -13.9% |
| 6M | -19.0% | +51.8% | -70.8% | -20.6% |
| YTD | -61.9% | +45.4% | -107.3% | -62.6% |
| 1Y | -63.2% | +40.8% | -104.0% | -63.9% |
| 3Y | -46.0% | +448.8% | -494.8% | -50.1% |
| 5Y | -51.8% | +263.4% | -315.2% | -55.2% |
| 10Y | -26.1% | +1,800.1% | -1,826.1% | -34.7% |
| All | +1,664.3% | +40.7% | +1,623.6% | +1,453.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling