+91.7%
FOXA vs THC
+920.5%
-828.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.3% | -3.0% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +5.1% | +7.5% | -2.3% | +3.7% |
| 3M | +4.7% | +7.5% | -2.8% | +3.1% |
| 6M | -0.2% | +46.4% | -46.7% | -8.0% |
| YTD | -9.2% | +44.4% | -53.6% | -16.7% |
| 1Y | -0.6% | +43.4% | -44.0% | -8.9% |
| 3Y | +125.7% | +433.3% | -307.6% | +52.3% |
| 5Y | +70.2% | +262.5% | -192.3% | +19.0% |
| All | +91.7% | +920.5% | -828.8% | -9.0% |
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