+4.6%
ELV vs THC
+262.3%
-257.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.0% |
| 7D | +1.1% | +7.5% | -6.4% | +0.2% |
| 30D | +1.3% | +9.6% | -8.2% | +0.1% |
| 3M | +6.6% | +10.3% | -3.7% | +5.1% |
| 6M | +11.6% | +51.8% | -40.2% | +5.2% |
| YTD | +21.1% | +45.4% | -24.4% | +14.4% |
| 1Y | +34.2% | +40.8% | -6.6% | +27.3% |
| 3Y | -2.9% | +448.8% | -451.7% | -23.8% |
| 5Y | +4.6% | +263.4% | -258.8% | -12.0% |
| All | +4.6% | +262.3% | -257.7% | -12.0% |
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