+197.7%
ECL vs THC
+1,325.8%
-1,128.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.7% |
| 7D | -0.5% | +7.5% | -8.0% | -1.7% |
| 30D | +8.8% | +9.6% | -0.7% | +7.2% |
| 3M | +7.8% | +10.3% | -2.4% | +6.0% |
| 6M | +21.3% | +51.8% | -30.5% | +12.8% |
| YTD | +17.8% | +45.4% | -27.6% | +9.8% |
| 1Y | +21.1% | +40.8% | -19.7% | +13.3% |
| 3Y | +80.1% | +448.8% | -368.7% | +32.7% |
| 5Y | +40.5% | +263.4% | -222.9% | +7.1% |
| 10Y | +197.7% | +1,800.1% | -1,602.3% | +82.8% |
| All | +197.7% | +1,325.8% | -1,128.0% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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