+141.0%
THC vs FLR
+603.8%
-462.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.3% |
| 7D | -0.7% | +5.4% | -6.1% | -2.4% |
| 30D | +1.3% | +11.4% | -10.1% | -3.0% |
| 3M | +64.2% | +11.4% | +52.8% | +55.6% |
| 6M | +8.3% | +16.6% | -8.4% | -0.2% |
| YTD | +33.4% | +41.7% | -8.3% | +14.4% |
| 1Y | +37.7% | +35.4% | +2.3% | +18.7% |
| 3Y | +236.8% | +57.3% | +179.5% | +157.1% |
| 5Y | +249.3% | +241.0% | +8.3% | +92.5% |
| 10Y | +995.2% | +16.6% | +978.6% | +556.8% |
| All | +141.0% | +603.8% | -462.9% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling