-2.1%
EME vs THC
+46.1%
-48.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +9.6% | -19.2% | -9.6% |
| 7D | -5.8% | +8.8% | -14.6% | -5.7% |
| 30D | -17.9% | +12.6% | -30.6% | -18.0% |
| 3M | -22.0% | +15.4% | -37.4% | -22.2% |
| 6M | -29.7% | +57.7% | -87.4% | -33.0% |
| YTD | +4.7% | +47.1% | -42.4% | 0.0% |
| 1Y | -2.1% | +40.7% | -42.8% | -5.6% |
| All | -2.1% | +46.1% | -48.3% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling