-9.9%
EFX vs THC
+244.5%
-254.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -6.5% |
| 7D | -8.6% | -0.7% | -8.0% | -8.5% |
| 30D | +0.1% | +1.3% | -1.2% | -0.3% |
| 3M | +3.8% | +64.2% | -60.4% | -7.9% |
| 6M | -13.5% | +8.3% | -21.8% | -15.6% |
| YTD | -17.7% | +33.4% | -51.0% | -24.3% |
| 1Y | -25.6% | +37.7% | -63.2% | -32.7% |
| All | -9.9% | +244.5% | -254.4% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling