+37.0%
THC vs FLR
+33.3%
+3.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.2% | +7.0% | +3.9% |
| 7D | +4.1% | -3.1% | +7.2% | +4.1% |
| 30D | +3.5% | +4.9% | -1.4% | +3.3% |
| 3M | +61.7% | +10.8% | +50.9% | +60.1% |
| 6M | +11.8% | +19.7% | -7.8% | +10.1% |
| YTD | +35.4% | +38.4% | -2.9% | +29.6% |
| 1Y | +37.0% | +34.7% | +2.3% | +31.3% |
| All | +37.0% | +33.3% | +3.7% | +31.3% |
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