+854.3%
EEM vs THC
+328.9%
+525.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | +2.3% | -0.7% | +3.0% | +2.4% |
| 30D | +4.5% | +1.3% | +3.3% | +4.3% |
| 3M | -0.1% | +64.2% | -64.3% | -8.6% |
| 6M | +16.9% | +8.3% | +8.7% | +14.4% |
| YTD | +26.2% | +33.4% | -7.2% | +18.8% |
| 1Y | +40.5% | +37.7% | +2.8% | +31.1% |
| 3Y | +86.2% | +236.8% | -150.6% | +45.6% |
| 5Y | +45.5% | +249.3% | -203.8% | +8.8% |
| 10Y | +128.6% | +995.2% | -866.6% | +17.7% |
| All | +854.3% | +328.9% | +525.4% | +306.5% |
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