+950.1%
THC vs USFR
+28.1%
+922.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -2.6% | +0.1% | -2.6% | -2.7% |
| 30D | -1.2% | +0.3% | -1.5% | -1.9% |
| 3M | +58.9% | +1.0% | +57.9% | +55.6% |
| 6M | +9.3% | +1.9% | +7.4% | +4.8% |
| YTD | +30.4% | +2.7% | +27.7% | +23.0% |
| 1Y | +34.6% | +4.0% | +30.6% | +23.1% |
| 3Y | +246.7% | +14.0% | +232.6% | +153.1% |
| 5Y | +244.5% | +20.4% | +224.1% | +114.6% |
| 10Y | +950.1% | +28.1% | +922.0% | +454.0% |
| All | +950.1% | +28.1% | +922.0% | +454.0% |
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