+255.8%
ELV vs THC
+1,813.2%
-1,557.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | +1.0% | +1.0% | 0.0% | +0.8% |
| 30D | +0.4% | +5.3% | -4.9% | -0.5% |
| 3M | +8.4% | +7.1% | +1.3% | +7.0% |
| 6M | +8.4% | +46.0% | -37.6% | +0.9% |
| YTD | +24.4% | +43.9% | -19.6% | +15.4% |
| 1Y | +33.5% | +45.4% | -11.9% | +23.5% |
| 3Y | -2.1% | +421.3% | -423.4% | -29.3% |
| 5Y | +5.8% | +261.5% | -255.7% | -21.6% |
| All | +255.8% | +1,813.2% | -1,557.4% | +87.1% |
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