+1,284.9%
EME vs THC
+1,021.1%
+263.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.4% |
| 7D | +0.9% | 0.0% | +1.0% | +0.9% |
| 30D | -8.4% | +1.5% | -9.9% | -8.8% |
| 3M | -3.6% | +59.9% | -63.5% | -13.2% |
| 6M | +3.6% | +11.0% | -7.4% | +0.1% |
| YTD | +22.5% | +32.6% | -10.1% | +13.9% |
| 1Y | +18.2% | +37.4% | -19.2% | +8.8% |
| 3Y | +238.4% | +252.5% | -14.2% | +151.4% |
| 5Y | +550.5% | +262.3% | +288.2% | +361.8% |
| All | +1,284.9% | +1,021.1% | +263.7% | +658.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling