+40.7%
THC vs FDS
+31.1%
+9.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.9% | +6.7% | +9.5% |
| 7D | +8.8% | +9.4% | -0.6% | +8.6% |
| 30D | +12.6% | +23.8% | -11.2% | +12.2% |
| 3M | +15.4% | +25.1% | -9.8% | +15.0% |
| 6M | +57.7% | +53.8% | +3.9% | +60.6% |
| YTD | +47.1% | +19.6% | +27.5% | +49.3% |
| 1Y | +40.7% | +31.6% | +9.0% | +47.6% |
| All | +40.7% | +31.1% | +9.6% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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