+83.9%
ED vs THC
+258.8%
-174.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | -1.7% | +0.1% | -1.9% | -1.7% |
| 30D | +10.7% | +7.5% | +3.2% | +10.1% |
| 3M | +11.6% | +7.5% | +4.1% | +11.0% |
| 6M | +13.5% | +46.4% | -32.9% | +10.4% |
| YTD | +23.1% | +44.4% | -21.2% | +19.7% |
| 1Y | +23.1% | +43.4% | -20.4% | +19.6% |
| 3Y | +47.9% | +433.3% | -385.4% | +28.3% |
| 5Y | +83.9% | +262.5% | -178.6% | +61.0% |
| All | +83.9% | +258.8% | -174.9% | +61.0% |
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