+262.5%
THC vs FDS
-23.2%
+285.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.1% | -1.8% |
| 7D | +0.1% | -2.6% | +2.7% | +0.8% |
| 30D | +7.5% | +14.1% | -6.6% | +3.7% |
| 3M | +7.5% | +19.8% | -12.3% | +1.9% |
| 6M | +46.4% | +55.0% | -8.5% | +28.1% |
| YTD | +44.4% | +15.9% | +28.5% | +39.7% |
| 1Y | +43.4% | +24.2% | +19.2% | +33.6% |
| 3Y | +433.3% | -24.0% | +457.3% | +526.4% |
| 5Y | +262.5% | -23.3% | +285.9% | +309.3% |
| All | +262.5% | -23.2% | +285.7% | +309.3% |
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