+458.5%
THC vs FCUV
-87.2%
+545.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -13.7% | +14.3% | +0.6% |
| 7D | -0.7% | +62.8% | -63.5% | -0.5% |
| 30D | +1.3% | +66.5% | -65.2% | +1.5% |
| 3M | +64.2% | +459.9% | -395.7% | +66.3% |
| 6M | +8.3% | -12.4% | +20.6% | +9.2% |
| YTD | +33.4% | -47.5% | +80.9% | +34.4% |
| 1Y | +37.7% | -80.5% | +118.2% | +38.5% |
| 3Y | +236.8% | -97.6% | +334.4% | +238.9% |
| 5Y | +249.3% | -99.5% | +348.8% | +250.5% |
| 10Y | +995.2% | -95.8% | +1,091.0% | +1,070.1% |
| All | +458.5% | -87.2% | +545.7% | +510.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 all: compounded portfolio wealth divided by compounded FCUV 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…
all analysis · Full analysis span regression · 6 months rolling