+245.8%
THC vs FIVE
+50.0%
+195.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | -0.2% |
| 7D | -0.7% | +4.3% | -4.9% | -1.3% |
| 30D | +1.3% | +12.5% | -11.2% | -0.7% |
| 3M | +64.2% | +31.2% | +33.0% | +57.1% |
| 6M | +8.3% | +14.4% | -6.1% | +5.3% |
| YTD | +33.4% | +33.9% | -0.5% | +26.3% |
| 1Y | +37.7% | +65.1% | -27.4% | +25.5% |
| All | +245.8% | +50.0% | +195.8% | +195.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling