+1,398.2%
THC vs FIVE
+826.1%
+572.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -0.7% |
| 7D | +5.9% | -1.7% | +7.6% | +6.5% |
| 30D | +10.8% | +14.9% | -4.1% | +6.3% |
| 3M | +9.4% | +7.6% | +1.8% | +6.6% |
| 6M | +53.3% | +6.4% | +46.8% | +48.5% |
| YTD | +44.2% | +28.1% | +16.1% | +31.0% |
| 1Y | +37.3% | +54.7% | -17.4% | +17.6% |
| 3Y | +421.6% | +36.1% | +385.5% | +328.9% |
| 5Y | +279.8% | +14.9% | +264.9% | +217.6% |
| 10Y | +1,513.9% | +578.8% | +935.0% | +723.9% |
| All | +1,398.2% | +826.1% | +572.1% | +525.2% |
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