+8.1%
FPS vs THC
+38.2%
-30.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.5% |
| 7D | +3.1% | -0.7% | +3.8% | +3.1% |
| 30D | -18.6% | +1.3% | -19.8% | -18.5% |
| 3M | -51.5% | +64.2% | -115.7% | -54.7% |
| 6M | -8.5% | +8.3% | -16.8% | -1.5% |
| All | +8.1% | +38.2% | -30.1% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling