+375.9%
EFA vs THC
+87.4%
+288.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | +1.3% | +0.1% | +1.1% | +1.3% |
| 30D | +0.5% | +7.5% | -7.0% | -0.5% |
| 3M | -4.1% | +7.5% | -11.7% | -5.2% |
| 6M | +2.4% | +46.4% | -44.0% | -3.3% |
| YTD | +10.0% | +44.4% | -34.3% | +3.6% |
| 1Y | +11.4% | +43.4% | -32.0% | +4.9% |
| 3Y | +65.4% | +433.3% | -367.9% | +27.7% |
| 5Y | +49.6% | +262.5% | -212.9% | +18.3% |
| 10Y | +144.8% | +1,871.5% | -1,726.8% | +36.9% |
| All | +375.9% | +87.4% | +288.5% | +155.4% |
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