+741.3%
EEM vs THC
+369.7%
+371.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -0.9% | +8.8% | -9.7% | -2.3% |
| 30D | -9.3% | +10.0% | -19.4% | -10.8% |
| 3M | -7.1% | +11.7% | -18.7% | -8.9% |
| 6M | -10.4% | +52.5% | -62.9% | -17.2% |
| YTD | +11.3% | +46.1% | -34.8% | +3.1% |
| 1Y | +11.3% | +49.1% | -37.8% | +2.5% |
| 3Y | +69.6% | +439.6% | -370.0% | +22.7% |
| 5Y | +33.6% | +263.2% | -229.5% | -0.5% |
| 10Y | +114.1% | +1,900.5% | -1,786.4% | -1.0% |
| All | +741.3% | +369.7% | +371.6% | +252.6% |
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 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