+86.3%
FOXA vs THC
+857.2%
-770.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | -2.8% |
| 7D | -5.4% | +4.1% | -9.5% | -6.2% |
| 30D | +1.1% | +3.5% | -2.4% | +0.4% |
| 3M | -6.1% | +61.7% | -67.9% | -14.8% |
| 6M | +8.2% | +11.8% | -3.6% | +5.0% |
| YTD | -11.8% | +35.4% | -47.2% | -18.0% |
| 1Y | +9.9% | +37.0% | -27.1% | +1.5% |
| 3Y | +110.7% | +260.1% | -149.3% | +54.0% |
| 5Y | +86.9% | +262.6% | -175.7% | +30.0% |
| All | +86.3% | +857.2% | -770.9% | -10.5% |
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