+263.4%
THC vs FIVE
+19.1%
+244.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.6% | -3.6% | +0.6% |
| 7D | +7.5% | +6.2% | +1.3% | +6.0% |
| 30D | +9.6% | +18.2% | -8.6% | +5.2% |
| 3M | +10.3% | +3.8% | +6.4% | +8.9% |
| 6M | +51.8% | +13.7% | +38.1% | +45.7% |
| YTD | +45.4% | +34.7% | +10.7% | +32.9% |
| 1Y | +40.8% | +66.6% | -25.8% | +21.7% |
| 3Y | +448.8% | +44.3% | +404.5% | +377.2% |
| 5Y | +263.4% | +18.8% | +244.6% | +237.0% |
| All | +263.4% | +19.1% | +244.2% | +237.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling