-32.5%
EFX vs THC
+40.1%
-72.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -5.9% | -2.5% |
| 7D | -9.4% | +4.1% | -13.5% | -9.8% |
| 30D | -6.9% | +3.5% | -10.4% | -7.2% |
| 3M | +0.1% | +61.7% | -61.6% | -1.8% |
| 6M | -17.3% | +11.8% | -29.2% | -19.6% |
| YTD | -21.8% | +35.4% | -57.2% | -23.0% |
| 1Y | -32.5% | +37.0% | -69.6% | -33.9% |
| All | -32.5% | +40.1% | -72.6% | -33.9% |
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