+1,644.1%
THC vs FIVE
+504.2%
+1,139.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.0% | +2.7% | -1.7% | 0.0% |
| 30D | +5.3% | +12.7% | -7.4% | +1.2% |
| 3M | +7.1% | +2.1% | +5.1% | +5.9% |
| 6M | +46.0% | +17.5% | +28.6% | +36.5% |
| YTD | +43.9% | +31.0% | +13.0% | +28.2% |
| 1Y | +45.4% | +67.7% | -22.3% | +18.8% |
| 3Y | +421.3% | +43.4% | +377.9% | +311.8% |
| 5Y | +261.5% | +18.1% | +243.4% | +194.1% |
| All | +1,644.1% | +504.2% | +1,139.9% | +754.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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