+99.9%
ELAN vs THC
+258.2%
-158.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.6% | -2.6% |
| 7D | -4.6% | +4.1% | -8.7% | -5.5% |
| 30D | +5.7% | +3.5% | +2.2% | +4.7% |
| 3M | -3.9% | +61.7% | -65.6% | -15.6% |
| 6M | -1.6% | +11.8% | -13.5% | -5.2% |
| YTD | +4.1% | +35.4% | -31.3% | -5.2% |
| 1Y | +25.5% | +37.0% | -11.5% | +13.4% |
| All | +99.9% | +258.2% | -158.3% | +4.8% |
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 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