+13,978.1%
ECL vs THC
+559.0%
+13,419.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +6.6% | +7.5% | -0.9% | +5.6% |
| 3M | +9.6% | +7.5% | +2.1% | +8.5% |
| 6M | +21.6% | +46.4% | -24.9% | +15.4% |
| YTD | +16.9% | +44.4% | -27.5% | +10.7% |
| 1Y | +17.9% | +43.4% | -25.6% | +11.6% |
| 3Y | +76.5% | +433.3% | -356.8% | +39.5% |
| 5Y | +36.6% | +262.5% | -225.9% | +10.7% |
| 10Y | +193.2% | +1,871.5% | -1,678.4% | +78.4% |
| All | +13,978.1% | +559.0% | +13,419.1% | +7,236.7% |
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