-22.1%
FPS vs THC
+50.6%
-72.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +2.0% | +14.0% | +16.3% |
| 7D | -8.0% | +7.5% | -15.5% | -6.6% |
| 30D | -43.5% | +9.6% | -53.1% | -42.6% |
| 3M | -41.6% | +10.3% | -51.9% | -40.6% |
| 6M | -44.0% | +51.8% | -95.8% | -43.8% |
| All | -22.1% | +50.6% | -72.7% | -21.6% |
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