+743.6%
FN vs THC
+1,421.6%
-678.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.1% | +12.8% | +11.9% |
| 7D | 0.0% | +3.7% | -3.7% | -0.9% |
| 30D | -34.3% | +9.0% | -43.4% | -35.5% |
| 3M | -39.9% | +10.4% | -50.3% | -41.2% |
| 6M | -51.8% | +45.7% | -97.5% | -55.9% |
| YTD | -28.1% | +42.6% | -70.7% | -34.2% |
| 1Y | -29.1% | +38.8% | -67.8% | -34.8% |
| 3Y | +102.4% | +418.8% | -316.4% | +42.3% |
| 5Y | +171.7% | +275.7% | -104.0% | +96.0% |
| All | +743.6% | +1,421.6% | -678.1% | +340.7% |
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 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