+37.8%
ECL vs THC
+274.4%
-236.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.5% |
| 7D | -0.8% | +3.7% | -4.4% | -1.5% |
| 30D | +8.1% | +9.0% | -0.9% | +6.2% |
| 3M | +6.4% | +10.4% | -4.0% | +4.1% |
| 6M | +14.8% | +45.7% | -30.9% | +5.8% |
| YTD | +15.5% | +42.6% | -27.1% | +6.3% |
| 1Y | +20.1% | +38.8% | -18.6% | +11.0% |
| 3Y | +77.8% | +418.8% | -341.1% | +19.3% |
| All | +37.8% | +274.4% | -236.6% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling