-31.9%
ELAN vs THC
+843.2%
-875.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | -6.6% | +1.3% | -7.8% | -7.0% |
| 3M | -0.8% | +64.2% | -65.1% | -13.5% |
| 6M | +0.2% | +8.3% | -8.0% | -3.0% |
| YTD | +8.3% | +33.4% | -25.1% | -1.3% |
| 1Y | +40.2% | +37.7% | +2.6% | +26.3% |
| 3Y | +97.7% | +236.8% | -139.0% | +36.4% |
| 5Y | -28.3% | +249.3% | -277.5% | -53.0% |
| All | -31.9% | +843.2% | -875.2% | -69.0% |
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