+950.1%
THC vs FDS
+77.6%
+872.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -0.3% |
| 7D | -2.6% | -5.4% | +2.8% | -0.2% |
| 30D | -1.2% | +1.6% | -2.8% | -2.2% |
| 3M | +58.9% | +17.7% | +41.2% | +46.1% |
| 6M | +9.3% | +29.1% | -19.7% | -6.0% |
| YTD | +30.4% | +1.0% | +29.4% | +25.5% |
| 1Y | +34.6% | -21.6% | +56.2% | +47.7% |
| 3Y | +246.7% | -30.1% | +276.8% | +297.9% |
| 5Y | +244.5% | -20.7% | +265.3% | +259.0% |
| 10Y | +950.1% | +78.3% | +871.8% | +651.8% |
| All | +950.1% | +77.6% | +872.5% | +651.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling