+314.5%
ELF vs THC
+1,226.8%
-912.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.9% |
| 7D | -2.7% | +5.9% | -8.6% | -4.0% |
| 30D | +6.9% | +10.8% | -4.0% | +4.4% |
| 3M | +27.2% | +9.4% | +17.7% | +24.4% |
| 6M | +84.9% | +53.3% | +31.6% | +67.1% |
| YTD | +44.5% | +44.2% | +0.3% | +31.8% |
| 1Y | -6.8% | +37.3% | -44.1% | -14.1% |
| 3Y | +14.2% | +421.6% | -407.3% | -22.6% |
| 5Y | +250.6% | +279.8% | -29.2% | +144.4% |
| 10Y | +318.0% | +1,513.9% | -1,195.9% | +91.5% |
| All | +314.5% | +1,226.8% | -912.3% | +100.9% |
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