+14,053.0%
ECL vs THC
+566.8%
+13,486.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.3% |
| 7D | +0.4% | +8.8% | -8.4% | -0.6% |
| 30D | +8.6% | +10.0% | -1.5% | +7.2% |
| 3M | +7.9% | +11.7% | -3.8% | +6.3% |
| 6M | +21.0% | +52.5% | -31.4% | +14.2% |
| YTD | +17.5% | +46.1% | -28.6% | +11.1% |
| 1Y | +19.7% | +49.1% | -29.5% | +12.8% |
| 3Y | +77.4% | +439.6% | -362.2% | +40.0% |
| 5Y | +38.7% | +263.2% | -224.5% | +12.4% |
| 10Y | +193.5% | +1,900.5% | -1,707.0% | +78.3% |
| All | +14,053.0% | +566.8% | +13,486.2% | +7,264.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling