+46.0%
ELF vs THC
+44.8%
+1.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -3.6% |
| 7D | +3.4% | +0.1% | +3.2% | +3.3% |
| 30D | +5.0% | +7.5% | -2.5% | +3.1% |
| 3M | +22.6% | +7.5% | +15.1% | +20.2% |
| 6M | +104.0% | +46.4% | +57.5% | +81.9% |
| YTD | +49.3% | +44.4% | +4.9% | +35.0% |
| 1Y | +46.0% | +43.4% | +2.6% | +32.0% |
| All | +46.0% | +44.8% | +1.2% | +32.0% |
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