+12,781.7%
ECL vs THC
+508.9%
+12,272.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -2.6% | -0.7% | -1.9% | -2.5% |
| 30D | -2.2% | +1.3% | -3.4% | -2.4% |
| 3M | +10.1% | +64.2% | -54.1% | +3.1% |
| 6M | -5.7% | +8.3% | -14.0% | -7.1% |
| YTD | +7.0% | +33.4% | -26.4% | +2.4% |
| 1Y | +2.7% | +37.7% | -35.0% | -2.3% |
| 3Y | +57.7% | +236.8% | -179.1% | +31.9% |
| 5Y | +31.1% | +249.3% | -218.1% | +6.8% |
| 10Y | +150.9% | +995.2% | -844.4% | +62.0% |
| All | +12,781.7% | +508.9% | +12,272.8% | +6,685.7% |
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