+1,574.6%
THC vs FND
+58.4%
+1,516.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -0.6% |
| 7D | -2.6% | +0.4% | -2.9% | -2.7% |
| 30D | -1.2% | -23.6% | +22.4% | +8.4% |
| 3M | +58.9% | +4.3% | +54.6% | +54.5% |
| 6M | +9.3% | -20.3% | +29.6% | +16.0% |
| YTD | +30.4% | -21.3% | +51.7% | +37.3% |
| 1Y | +34.6% | -45.4% | +80.0% | +61.3% |
| 3Y | +246.7% | -48.9% | +295.5% | +301.7% |
| 5Y | +244.5% | -61.0% | +305.6% | +316.4% |
| All | +1,574.6% | +58.4% | +1,516.2% | +1,287.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling