+102.4%
FN vs THC
+413.3%
-310.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.1% | +12.8% | +11.8% |
| 7D | 0.0% | +3.7% | -3.7% | -0.8% |
| 30D | -34.3% | +9.0% | -43.4% | -35.5% |
| 3M | -39.9% | +10.4% | -50.3% | -41.1% |
| 6M | -51.8% | +45.7% | -97.5% | -56.1% |
| YTD | -28.1% | +42.6% | -70.7% | -34.6% |
| 1Y | -29.1% | +38.8% | -67.8% | -35.1% |
| 3Y | +102.4% | +418.8% | -316.4% | +7.1% |
| All | +102.4% | +413.3% | -310.8% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling