+1,800.1%
THC vs USFR
+28.5%
+1,771.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +7.5% | +0.1% | +7.4% | +7.3% |
| 30D | +9.6% | +0.4% | +9.2% | +8.7% |
| 3M | +10.3% | +1.1% | +9.2% | +7.7% |
| 6M | +51.8% | +2.0% | +49.8% | +45.4% |
| YTD | +45.4% | +3.4% | +42.0% | +35.2% |
| 1Y | +40.8% | +4.1% | +36.7% | +29.0% |
| 3Y | +448.8% | +14.3% | +434.5% | +301.4% |
| 5Y | +263.4% | +21.3% | +242.1% | +124.0% |
| 10Y | +1,800.1% | +28.5% | +1,771.6% | +944.9% |
| All | +1,800.1% | +28.5% | +1,771.6% | +944.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling