+276.8%
THC vs FND
-61.6%
+338.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +3.7% | +7.7% | -4.0% | +1.3% |
| 30D | +9.0% | +11.9% | -2.8% | +4.9% |
| 3M | +10.4% | -14.6% | +25.0% | +15.3% |
| 6M | +45.7% | +0.5% | +45.2% | +42.6% |
| YTD | +42.6% | -15.8% | +58.4% | +45.8% |
| 1Y | +38.8% | -12.9% | +51.7% | +39.7% |
| 3Y | +418.8% | -34.2% | +453.0% | +433.4% |
| All | +276.8% | -61.6% | +338.4% | +368.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling