+126.7%
EMB vs THC
+1,275.4%
-1,148.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -0.1% | +3.7% | -3.8% | -0.3% |
| 30D | +1.3% | +9.0% | -7.7% | +0.9% |
| 3M | -2.2% | +10.4% | -12.6% | -2.7% |
| 6M | -2.3% | +45.7% | -48.0% | -4.0% |
| YTD | -0.6% | +42.6% | -43.2% | -2.3% |
| 1Y | +0.5% | +38.8% | -38.3% | -1.2% |
| 3Y | +29.4% | +418.8% | -389.4% | +20.1% |
| 5Y | +6.5% | +275.7% | -269.2% | -0.9% |
| 10Y | +29.8% | +1,496.2% | -1,466.5% | +12.2% |
| All | +126.7% | +1,275.4% | -1,148.7% | +91.8% |
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