+285.0%
ELF vs THC
+266.8%
+18.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +6.3% | +8.8% | -2.6% | +3.9% |
| 30D | +8.5% | +10.0% | -1.5% | +5.8% |
| 3M | +24.4% | +11.7% | +12.8% | +20.7% |
| 6M | +94.7% | +52.5% | +42.3% | +73.2% |
| YTD | +55.9% | +46.1% | +9.8% | +39.5% |
| 1Y | +48.4% | +49.1% | -0.7% | +31.9% |
| 3Y | +24.6% | +439.6% | -415.0% | -21.7% |
| 5Y | +285.0% | +263.2% | +21.9% | +174.7% |
| All | +285.0% | +266.8% | +18.2% | +174.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling