+418.8%
THC vs FLR
+27.4%
+391.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.5% |
| 7D | +3.7% | -0.8% | +4.5% | +3.8% |
| 30D | +9.0% | -9.1% | +18.2% | +10.2% |
| 3M | +10.4% | -4.7% | +15.1% | +10.4% |
| 6M | +45.7% | -14.2% | +59.9% | +46.9% |
| YTD | +42.6% | +17.3% | +25.3% | +35.1% |
| 1Y | +38.8% | +4.3% | +34.5% | +34.2% |
| 3Y | +418.8% | +30.7% | +388.1% | +313.6% |
| All | +418.8% | +27.4% | +391.4% | +313.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling