-25.7%
FN vs THC
+46.1%
-71.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +9.6% | -15.6% | -5.2% |
| 7D | -7.0% | +8.8% | -15.8% | -6.2% |
| 30D | -24.7% | +12.6% | -37.4% | -24.0% |
| 3M | -35.7% | +15.4% | -51.0% | -34.9% |
| 6M | -52.4% | +57.7% | -110.1% | -51.5% |
| YTD | -25.0% | +47.1% | -72.0% | -22.2% |
| 1Y | -25.7% | +40.7% | -66.4% | -21.7% |
| All | -25.7% | +46.1% | -71.8% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling