+2,497.1%
ELV vs THC
+83.4%
+2,413.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.1% |
| 7D | +1.1% | +7.5% | -6.4% | -0.1% |
| 30D | +1.3% | +9.6% | -8.2% | -0.2% |
| 3M | +6.6% | +10.3% | -3.7% | +4.8% |
| 6M | +11.6% | +51.8% | -40.2% | +3.4% |
| YTD | +21.1% | +45.4% | -24.4% | +12.4% |
| 1Y | +34.2% | +40.8% | -6.6% | +25.2% |
| 3Y | -2.9% | +448.8% | -451.7% | -29.3% |
| 5Y | +4.6% | +263.4% | -258.8% | -21.5% |
| 10Y | +272.8% | +1,800.1% | -1,527.2% | +87.5% |
| All | +2,497.1% | +83.4% | +2,413.7% | +1,596.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling