-25.6%
ELAN vs THC
+917.9%
-943.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | +4.0% | +1.0% | +3.1% | +3.8% |
| 30D | +18.8% | +5.3% | +13.4% | +17.1% |
| 3M | +19.0% | +7.1% | +11.9% | +16.6% |
| 6M | +22.8% | +46.0% | -23.2% | +10.1% |
| YTD | +18.3% | +43.9% | -25.6% | +5.6% |
| 1Y | +21.8% | +45.4% | -23.7% | +8.3% |
| 3Y | +153.8% | +421.3% | -267.4% | +56.5% |
| 5Y | -18.9% | +261.5% | -280.4% | -47.4% |
| All | -25.6% | +917.9% | -943.5% | -66.9% |
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