+283.4%
THC vs FGI
-74.8%
+358.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -25.2% | +24.9% | -0.5% |
| 7D | +1.0% | -14.4% | +15.4% | +0.9% |
| 30D | +5.3% | -11.8% | +17.1% | +5.3% |
| 3M | +7.1% | -46.2% | +53.4% | +6.7% |
| 6M | +46.0% | +5.2% | +40.9% | +47.0% |
| YTD | +43.9% | +10.5% | +33.4% | +45.0% |
| 1Y | +45.4% | +25.5% | +19.9% | +46.6% |
| 3Y | +421.3% | -16.0% | +437.3% | +432.9% |
| All | +283.4% | -74.8% | +358.2% | +296.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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