+397.3%
THC vs FDS
+10,327.4%
-9,930.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.1% |
| 7D | +3.7% | -0.5% | +4.2% | +3.8% |
| 30D | +9.0% | +20.2% | -11.2% | +3.6% |
| 3M | +10.4% | +19.9% | -9.5% | +4.4% |
| 6M | +45.7% | +56.2% | -10.5% | +26.9% |
| YTD | +42.6% | +14.6% | +28.0% | +33.2% |
| 1Y | +38.8% | +31.6% | +7.2% | +24.2% |
| 3Y | +418.8% | -23.8% | +442.6% | +437.0% |
| 5Y | +275.7% | -22.6% | +298.2% | +286.9% |
| 10Y | +1,496.2% | +139.3% | +1,356.9% | +1,149.5% |
| All | +397.3% | +10,327.4% | -9,930.1% | +174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling