-35.6%
ELAN vs THC
+838.4%
-874.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | -5.4% | -0.5% | -4.9% | -5.3% |
| 30D | +4.7% | -1.2% | +5.9% | +4.9% |
| 3M | -3.7% | +52.3% | -55.9% | -14.3% |
| 6M | -1.2% | +12.4% | -13.6% | -5.3% |
| YTD | +2.4% | +32.7% | -30.3% | -6.6% |
| 1Y | +23.4% | +36.4% | -13.0% | +11.4% |
| 3Y | +96.7% | +259.3% | -162.6% | +33.4% |
| 5Y | -30.6% | +262.7% | -293.2% | -55.0% |
| All | -35.6% | +838.4% | -874.0% | -70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling