+40.7%
THC vs USFR
+4.1%
+36.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | 0.0% | +9.6% | +9.6% |
| 7D | +8.8% | +0.1% | +8.7% | +8.9% |
| 30D | +12.6% | +0.4% | +12.3% | +13.0% |
| 3M | +15.4% | +1.1% | +14.3% | +17.5% |
| 6M | +57.7% | +2.0% | +55.6% | +78.1% |
| YTD | +47.1% | +3.4% | +43.7% | +85.8% |
| 1Y | +40.7% | +4.1% | +36.6% | +71.9% |
| All | +40.7% | +4.1% | +36.6% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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