+6,924.1%
EFX vs THC
+550.9%
+6,373.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | +2.7% | +3.7% | -1.0% | +2.1% |
| 30D | +33.1% | +9.0% | +24.1% | +31.4% |
| 3M | +8.2% | +10.4% | -2.2% | +6.5% |
| 6M | +10.2% | +45.7% | -35.5% | +3.6% |
| YTD | -11.8% | +42.6% | -54.4% | -17.3% |
| 1Y | -6.1% | +38.8% | -44.8% | -11.7% |
| 3Y | +7.5% | +418.8% | -411.3% | -18.0% |
| 5Y | -30.7% | +275.7% | -306.4% | -45.8% |
| 10Y | +68.7% | +1,496.2% | -1,427.5% | -4.3% |
| All | +6,924.1% | +550.9% | +6,373.2% | +3,066.3% |
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