+163.9%
THC vs FLR
+532.1%
-368.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +8.8% | +5.1% | +3.7% | +6.9% |
| 30D | +10.0% | -0.5% | +10.5% | +9.7% |
| 3M | +11.7% | -3.5% | +15.1% | +11.8% |
| 6M | +52.5% | +16.5% | +36.0% | +40.7% |
| YTD | +46.1% | +27.3% | +18.8% | +28.7% |
| 1Y | +49.1% | +10.6% | +38.5% | +37.4% |
| 3Y | +439.6% | +39.4% | +400.3% | +326.9% |
| 5Y | +263.2% | +126.4% | +136.8% | +130.8% |
| 10Y | +1,900.5% | +8.4% | +1,892.1% | +1,139.7% |
| All | +163.9% | +532.1% | -368.2% | +34.8% |
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