+10.5%
ELV vs THC
+51.9%
-41.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -1.9% |
| 7D | +1.1% | +7.5% | -6.4% | +0.5% |
| 30D | +1.3% | +9.6% | -8.2% | +0.7% |
| 3M | +6.6% | +10.3% | -3.7% | +5.9% |
| All | +10.5% | +51.9% | -41.4% | +13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling