+254.0%
THC vs FTV
+2.3%
+251.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | -0.7% | -4.5% | +3.8% | +1.8% |
| 30D | +1.3% | -7.1% | +8.3% | +5.3% |
| 3M | +64.2% | -7.2% | +71.4% | +71.1% |
| 6M | +8.3% | -1.5% | +9.8% | +9.0% |
| YTD | +33.4% | +3.5% | +29.9% | +27.8% |
| 1Y | +37.7% | +20.3% | +17.3% | +19.1% |
| 3Y | +236.8% | -3.1% | +239.9% | +226.3% |
| All | +254.0% | +2.3% | +251.6% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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