+37.0%
THC vs FND
-45.4%
+82.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.0% |
| 7D | +4.1% | -0.8% | +4.9% | +4.2% |
| 30D | +3.5% | -19.6% | +23.1% | +7.3% |
| 3M | +61.7% | -4.3% | +66.1% | +63.0% |
| 6M | +11.8% | -20.4% | +32.3% | +15.3% |
| YTD | +35.4% | -21.9% | +57.3% | +37.3% |
| 1Y | +37.0% | -45.2% | +82.2% | +38.8% |
| All | +37.0% | -45.4% | +82.4% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling