+351.7%
ELF vs THC
+1,297.8%
-946.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +6.0% |
| 7D | +4.0% | +3.7% | +0.3% | +3.1% |
| 30D | +10.6% | +9.0% | +1.5% | +8.4% |
| 3M | +25.8% | +10.4% | +15.4% | +22.8% |
| 6M | +89.1% | +45.7% | +43.4% | +72.6% |
| YTD | +52.7% | +42.6% | +10.2% | +39.5% |
| 1Y | +51.7% | +38.8% | +13.0% | +39.0% |
| 3Y | +14.2% | +418.8% | -404.6% | -22.8% |
| 5Y | +270.7% | +275.7% | -5.0% | +158.2% |
| All | +351.7% | +1,297.8% | -946.0% | +103.7% |
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