+256.5%
THC vs FIVE
+16.7%
+239.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.0% | +2.7% | -1.7% | +0.3% |
| 30D | +5.3% | +12.7% | -7.4% | +2.3% |
| 3M | +7.1% | +2.1% | +5.1% | +6.3% |
| 6M | +46.0% | +17.5% | +28.6% | +39.2% |
| YTD | +43.9% | +31.0% | +13.0% | +32.5% |
| 1Y | +45.4% | +67.7% | -22.3% | +25.5% |
| 3Y | +421.3% | +43.4% | +377.9% | +352.5% |
| All | +256.5% | +16.7% | +239.8% | +230.3% |
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