+93.1%
FOXA vs THC
+248.0%
-154.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | -0.6% | -2.6% | +1.9% | -0.3% |
| 30D | +2.3% | -1.2% | +3.5% | +2.4% |
| 3M | -2.8% | +58.9% | -61.8% | -8.9% |
| 6M | +9.6% | +9.3% | +0.3% | +7.9% |
| YTD | -9.9% | +30.4% | -40.3% | -13.8% |
| 1Y | +5.4% | +34.6% | -29.2% | 0.0% |
| 3Y | +115.3% | +246.7% | -131.4% | +69.7% |
| 5Y | +93.1% | +244.5% | -151.5% | +55.8% |
| All | +93.1% | +248.0% | -154.9% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling