-3.9%
ELF vs THC
+46.1%
-50.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.6% | -7.7% | -0.6% |
| 7D | -1.5% | +8.8% | -10.4% | -3.8% |
| 30D | +9.5% | +12.6% | -3.1% | +6.1% |
| 3M | +29.4% | +15.4% | +14.0% | +24.2% |
| 6M | +83.7% | +57.7% | +26.0% | +59.7% |
| YTD | +49.4% | +47.1% | +2.4% | +33.1% |
| 1Y | -3.9% | +40.7% | -44.6% | -13.4% |
| All | -3.9% | +46.1% | -50.1% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling