+536.8%
THC vs USFR
+28.5%
+508.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | +9.0% | +0.4% | +8.6% | +8.8% |
| 3M | +10.4% | +1.1% | +9.3% | +9.8% |
| 6M | +45.7% | +2.1% | +43.6% | +44.3% |
| YTD | +42.6% | +3.4% | +39.2% | +40.3% |
| 1Y | +38.8% | +4.1% | +34.6% | +36.1% |
| 3Y | +418.8% | +14.4% | +404.4% | +385.4% |
| 5Y | +275.7% | +21.3% | +254.3% | +240.2% |
| 10Y | +1,496.2% | +28.5% | +1,467.8% | +1,328.0% |
| All | +536.8% | +28.5% | +508.3% | +477.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling