+101.8%
ED vs THC
+1,000.2%
-898.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -0.2% | -0.7% | +0.5% | -0.2% |
| 30D | -0.1% | +1.3% | -1.4% | -0.2% |
| 3M | +3.9% | +64.2% | -60.3% | +1.3% |
| 6M | -3.0% | +8.3% | -11.3% | -3.6% |
| YTD | +10.7% | +33.4% | -22.7% | +8.8% |
| 1Y | +13.3% | +37.7% | -24.3% | +11.1% |
| 3Y | +34.5% | +236.8% | -202.3% | +25.0% |
| 5Y | +67.1% | +249.3% | -182.1% | +53.0% |
| All | +101.8% | +1,000.2% | -898.4% | +77.6% |
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 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