-39.8%
FN vs THC
+38.7%
-78.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.0% | -12.3% | -14.4% |
| 7D | -16.0% | +5.9% | -21.9% | -15.4% |
| 30D | -40.1% | +10.8% | -50.9% | -39.6% |
| 3M | -43.9% | +9.4% | -53.3% | -43.5% |
| 6M | -55.6% | +53.3% | -108.9% | -54.8% |
| YTD | -35.7% | +44.2% | -79.8% | -33.4% |
| 1Y | -39.8% | +37.3% | -77.1% | -36.7% |
| All | -39.8% | +38.7% | -78.6% | -36.7% |
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