+313.8%
ELF vs THC
+1,127.7%
-813.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | +5.4% | -0.7% | +6.0% | +5.5% |
| 30D | +27.0% | +1.3% | +25.7% | +26.5% |
| 3M | +113.2% | +64.2% | +48.9% | +90.2% |
| 6M | +36.6% | +8.3% | +28.3% | +33.1% |
| YTD | +44.2% | +33.4% | +10.8% | +34.0% |
| 1Y | -18.0% | +37.7% | -55.7% | -24.6% |
| 3Y | -19.9% | +236.8% | -256.7% | -40.6% |
| 5Y | +257.7% | +249.3% | +8.4% | +153.9% |
| All | +313.8% | +1,127.7% | -813.8% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling