+33.8%
ELV vs THC
+44.8%
-11.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +1.1% | +7.5% | -6.4% | +0.3% |
| 3M | +8.2% | +7.5% | +0.7% | +7.3% |
| 6M | +10.2% | +46.4% | -36.2% | +7.3% |
| YTD | +24.4% | +44.4% | -19.9% | +20.6% |
| 1Y | +33.8% | +43.4% | -9.6% | +29.7% |
| All | +33.8% | +44.8% | -11.0% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling