+286.6%
ELF vs THC
+1,818.8%
-1,532.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -3.7% |
| 7D | +3.4% | +0.1% | +3.2% | +3.3% |
| 30D | +5.0% | +7.5% | -2.5% | +3.3% |
| 3M | +22.6% | +7.5% | +15.1% | +20.4% |
| 6M | +104.0% | +46.4% | +57.5% | +86.3% |
| YTD | +49.3% | +44.4% | +4.9% | +36.2% |
| 1Y | +46.0% | +43.4% | +2.6% | +33.1% |
| 3Y | +19.4% | +433.3% | -413.9% | -19.4% |
| 5Y | +262.0% | +262.5% | -0.5% | +155.2% |
| All | +286.6% | +1,818.8% | -1,532.2% | +88.7% |
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