+257.4%
ELV vs THC
+1,002.8%
-745.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.1% | -1.9% |
| 7D | -2.2% | +4.1% | -6.3% | -2.9% |
| 30D | -0.2% | +3.5% | -3.7% | -0.8% |
| 3M | -6.1% | +61.7% | -67.9% | -13.9% |
| 6M | +42.8% | +11.8% | +31.0% | +39.0% |
| YTD | +14.4% | +35.4% | -21.0% | +7.5% |
| 1Y | +28.6% | +37.0% | -8.4% | +20.4% |
| 3Y | -7.4% | +260.1% | -267.5% | -28.3% |
| 5Y | +14.5% | +262.6% | -248.1% | -14.8% |
| 10Y | +257.4% | +1,039.2% | -781.8% | +97.5% |
| All | +257.4% | +1,002.8% | -745.4% | +97.5% |
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