+1,286.2%
THC vs FIVE
+868.1%
+418.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | -0.9% |
| 7D | -0.7% | +4.3% | -4.9% | -1.9% |
| 30D | +1.3% | +12.5% | -11.2% | -2.5% |
| 3M | +64.2% | +31.2% | +33.0% | +50.6% |
| 6M | +8.3% | +14.4% | -6.1% | +2.3% |
| YTD | +33.4% | +33.9% | -0.5% | +19.8% |
| 1Y | +37.7% | +65.1% | -27.4% | +15.1% |
| 3Y | +236.8% | +49.0% | +187.8% | +169.1% |
| 5Y | +249.3% | +30.3% | +219.0% | +179.9% |
| 10Y | +995.2% | +481.1% | +514.1% | +472.5% |
| All | +1,286.2% | +868.1% | +418.1% | +471.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling