+495.8%
THC vs USFR
+27.5%
+468.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | +1.3% | +0.3% | +1.0% | +1.1% |
| 3M | +64.2% | +1.0% | +63.3% | +63.5% |
| 6M | +8.3% | +1.9% | +6.3% | +7.3% |
| YTD | +33.4% | +2.6% | +30.8% | +31.8% |
| 1Y | +37.7% | +4.0% | +33.7% | +35.1% |
| 3Y | +236.8% | +14.1% | +222.7% | +215.4% |
| 5Y | +249.3% | +20.4% | +228.8% | +217.5% |
| 10Y | +995.2% | +28.0% | +967.2% | +883.7% |
| All | +495.8% | +27.5% | +468.2% | +442.6% |
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