-30.4%
ELAN vs THC
+258.1%
-288.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.6% |
| 6M | -1.2% | +12.4% | -13.6% | -5.7% |
| YTD | +2.4% | +32.7% | -30.3% | -7.6% |
| 1Y | +23.4% | +36.4% | -13.0% | +9.9% |
| 3Y | +96.7% | +259.3% | -162.6% | +21.9% |
| All | -30.4% | +258.1% | -288.5% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling