+1,644.1%
THC vs USFR
+28.6%
+1,615.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.0% | +0.1% | +0.9% | +0.8% |
| 30D | +5.3% | +0.4% | +5.0% | +4.5% |
| 3M | +7.1% | +1.1% | +6.1% | +4.7% |
| 6M | +46.0% | +2.0% | +44.0% | +39.8% |
| YTD | +43.9% | +3.5% | +40.5% | +33.6% |
| 1Y | +45.4% | +4.1% | +41.4% | +33.2% |
| 3Y | +421.3% | +14.4% | +406.9% | +280.5% |
| 5Y | +261.5% | +21.4% | +240.1% | +121.8% |
| All | +1,644.1% | +28.6% | +1,615.5% | +849.9% |
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