+40.7%
THC vs FLR
+2.5%
+38.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.8% | +10.4% | +9.6% |
| 7D | +8.8% | +1.4% | +7.5% | +8.8% |
| 30D | +12.6% | -5.9% | +18.6% | +12.9% |
| 3M | +15.4% | -7.6% | +23.0% | +15.4% |
| 6M | +57.7% | -9.3% | +67.0% | +57.6% |
| YTD | +47.1% | +20.1% | +26.9% | +35.0% |
| 1Y | +40.7% | +3.0% | +37.7% | +37.6% |
| All | +40.7% | +2.5% | +38.2% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling