+364.2%
ELF vs THC
+1,325.8%
-961.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +2.3% |
| 7D | +7.8% | +7.5% | +0.4% | +6.1% |
| 30D | +9.3% | +9.6% | -0.3% | +7.0% |
| 3M | +21.2% | +10.3% | +10.9% | +18.3% |
| 6M | +96.1% | +51.8% | +44.3% | +77.4% |
| YTD | +57.0% | +45.4% | +11.5% | +42.7% |
| 1Y | +61.9% | +40.8% | +21.1% | +47.8% |
| 3Y | +20.0% | +448.8% | -428.8% | -19.9% |
| 5Y | +284.8% | +263.4% | +21.4% | +169.9% |
| 10Y | +364.2% | +1,800.1% | -1,435.8% | +108.5% |
| All | +364.2% | +1,325.8% | -961.5% | +108.5% |
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