+3,078.0%
FN vs THC
+1,474.6%
+1,603.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +9.6% | -15.6% | -7.6% |
| 7D | -7.0% | +8.8% | -15.8% | -8.5% |
| 30D | -24.7% | +12.6% | -37.4% | -26.5% |
| 3M | -35.7% | +15.4% | -51.0% | -37.5% |
| 6M | -52.4% | +57.7% | -110.1% | -56.8% |
| YTD | -25.0% | +47.1% | -72.0% | -31.4% |
| 1Y | -25.7% | +40.7% | -66.4% | -31.5% |
| 3Y | +110.2% | +432.1% | -321.9% | +50.3% |
| 5Y | +192.3% | +301.9% | -109.5% | +112.7% |
| 10Y | +812.3% | +1,546.5% | -734.2% | +363.7% |
| All | +3,078.0% | +1,474.6% | +1,603.4% | +1,416.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling