+254.0%
THC vs FDS
-17.4%
+271.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.6% |
| 7D | -0.7% | -1.9% | +1.2% | -0.2% |
| 30D | +1.3% | +9.0% | -7.8% | -1.3% |
| 3M | +64.2% | +18.9% | +45.4% | +55.8% |
| 6M | +8.3% | +35.1% | -26.9% | -1.9% |
| YTD | +33.4% | +5.5% | +27.9% | +32.6% |
| 1Y | +37.7% | -16.8% | +54.5% | +52.7% |
| 3Y | +236.8% | -28.1% | +264.8% | +295.0% |
| All | +254.0% | -17.4% | +271.4% | +294.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling