+826.4%
FN vs THC
+1,325.8%
-499.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.0% | +9.9% | +11.5% |
| 7D | +16.3% | +7.5% | +8.8% | +14.6% |
| 30D | -24.7% | +9.6% | -34.3% | -26.2% |
| 3M | -34.9% | +10.3% | -45.2% | -36.3% |
| 6M | -41.1% | +51.8% | -92.9% | -46.5% |
| YTD | -19.6% | +45.4% | -65.1% | -26.8% |
| 1Y | -18.5% | +40.8% | -59.3% | -25.4% |
| 3Y | +119.1% | +448.8% | -329.7% | +51.8% |
| 5Y | +206.9% | +263.4% | -56.4% | +121.9% |
| 10Y | +826.4% | +1,800.1% | -973.6% | +369.8% |
| All | +826.4% | +1,325.8% | -499.3% | +369.8% |
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 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