+290.6%
THC vs FRSH
-70.7%
+361.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.0% | +4.6% | -3.7% | +0.2% |
| 30D | +5.3% | -7.5% | +12.8% | +6.4% |
| 3M | +7.1% | -0.1% | +7.2% | +6.6% |
| 6M | +46.0% | +54.5% | -8.5% | +34.4% |
| YTD | +43.9% | +3.4% | +40.5% | +40.7% |
| 1Y | +45.4% | +6.4% | +39.1% | +41.2% |
| 3Y | +421.3% | -26.3% | +447.5% | +425.9% |
| 5Y | +261.5% | -66.4% | +327.9% | +255.7% |
| All | +290.6% | -70.7% | +361.3% | +276.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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