-29.1%
FN vs THC
+35.6%
-64.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.1% | +12.8% | +11.6% |
| 7D | 0.0% | +3.7% | -3.7% | +0.5% |
| 30D | -34.3% | +9.0% | -43.4% | -33.7% |
| 3M | -39.9% | +10.4% | -50.3% | -39.3% |
| 6M | -51.8% | +45.7% | -97.5% | -50.3% |
| YTD | -28.1% | +42.6% | -70.7% | -25.4% |
| 1Y | -29.1% | +38.8% | -67.8% | -25.9% |
| All | -29.1% | +35.6% | -64.7% | -25.9% |
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