+16.4%
ELV vs THC
+248.0%
-231.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.1% |
| 7D | -0.3% | -2.6% | +2.3% | +0.1% |
| 30D | +2.0% | -1.2% | +3.1% | +2.1% |
| 3M | -3.5% | +58.9% | -62.4% | -9.7% |
| 6M | +40.2% | +9.3% | +30.9% | +38.0% |
| YTD | +15.8% | +30.4% | -14.5% | +10.9% |
| 1Y | +33.2% | +34.6% | -1.4% | +26.7% |
| 3Y | -6.2% | +246.7% | -252.9% | -22.6% |
| 5Y | +16.4% | +244.5% | -228.1% | -3.5% |
| All | +16.4% | +248.0% | -231.5% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling