+338.7%
ELF vs THC
+1,879.5%
-1,540.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.2% |
| 7D | +4.3% | +0.2% | +4.0% | +4.2% |
| 30D | +7.7% | +9.0% | -1.3% | +5.6% |
| 3M | +24.7% | +12.9% | +11.8% | +21.1% |
| 6M | +114.6% | +52.8% | +61.8% | +93.9% |
| YTD | +55.8% | +47.4% | +8.4% | +41.2% |
| 1Y | +51.9% | +47.7% | +4.2% | +37.4% |
| 3Y | +24.6% | +444.7% | -420.1% | -16.7% |
| 5Y | +279.2% | +269.3% | +9.9% | +164.9% |
| 10Y | +338.7% | +1,913.5% | -1,574.8% | +91.1% |
| All | +338.7% | +1,879.5% | -1,540.8% | +91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling