+1,913.5%
THC vs FDS
+132.8%
+1,780.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | -0.3% |
| 7D | +0.2% | -2.1% | +2.4% | +1.2% |
| 30D | +9.0% | +16.0% | -7.0% | +1.8% |
| 3M | +12.9% | +18.8% | -5.9% | +3.3% |
| 6M | +52.8% | +54.1% | -1.3% | +21.5% |
| YTD | +47.4% | +17.0% | +30.4% | +31.7% |
| 1Y | +47.7% | +25.5% | +22.2% | +25.7% |
| 3Y | +444.7% | -23.3% | +468.0% | +503.8% |
| 5Y | +269.3% | -22.6% | +291.9% | +300.7% |
| 10Y | +1,913.5% | +130.2% | +1,783.3% | +1,135.7% |
| All | +1,913.5% | +132.8% | +1,780.8% | +1,135.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling