+261.2%
THC vs FND
-48.3%
+309.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.2% |
| 7D | -0.7% | -5.2% | +4.6% | +0.6% |
| 30D | +1.3% | -19.9% | +21.1% | +6.6% |
| 3M | +64.2% | +2.7% | +61.5% | +62.0% |
| 6M | +8.3% | -21.7% | +29.9% | +13.8% |
| YTD | +33.4% | -17.5% | +50.9% | +36.9% |
| 1Y | +37.7% | -39.3% | +77.0% | +52.9% |
| All | +261.2% | -48.3% | +309.5% | +277.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling