+48.4%
THC vs FDS
+26.9%
+21.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.0% |
| 7D | +7.5% | -5.0% | +12.4% | +7.6% |
| 30D | +9.6% | +13.8% | -4.2% | +9.4% |
| 3M | +10.3% | +14.8% | -4.6% | +10.1% |
| 6M | +51.8% | +47.4% | +4.4% | +55.0% |
| YTD | +45.4% | +14.2% | +31.3% | +47.7% |
| All | +48.4% | +26.9% | +21.5% | +58.6% |
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