+36.5%
EMB vs THC
+1,818.8%
-1,782.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +0.5% | +7.5% | -6.9% | 0.0% |
| 3M | -2.5% | +7.5% | -10.0% | -3.0% |
| 6M | -2.0% | +46.4% | -48.5% | -4.6% |
| YTD | -0.9% | +44.4% | -45.2% | -3.6% |
| 1Y | -0.3% | +43.4% | -43.7% | -3.0% |
| 3Y | +29.2% | +433.3% | -404.1% | +14.3% |
| 5Y | +7.4% | +262.5% | -255.1% | -4.2% |
| All | +36.5% | +1,818.8% | -1,782.3% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling