-6.7%
EFX vs THC
+46.1%
-52.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.6% | -7.2% | +1.0% |
| 7D | +9.2% | +8.8% | +0.3% | +7.8% |
| 30D | +34.8% | +12.6% | +22.2% | +32.6% |
| 3M | +8.8% | +15.4% | -6.5% | +6.8% |
| 6M | +12.3% | +57.7% | -45.4% | +8.6% |
| YTD | -10.6% | +47.1% | -57.7% | -12.6% |
| 1Y | -6.7% | +40.7% | -47.4% | -8.8% |
| All | -6.7% | +46.1% | -52.9% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling