+1,295.9%
EME vs THC
+1,045.0%
+250.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.9% | -6.3% | -3.2% |
| 7D | +2.7% | +4.1% | -1.4% | +1.9% |
| 30D | -6.8% | +3.5% | -10.3% | -7.5% |
| 3M | -8.8% | +61.7% | -70.6% | -18.1% |
| 6M | +5.0% | +11.8% | -6.9% | +1.4% |
| YTD | +23.5% | +35.4% | -11.9% | +14.3% |
| 1Y | +21.3% | +37.0% | -15.7% | +11.7% |
| 3Y | +241.1% | +260.1% | -19.0% | +152.4% |
| 5Y | +549.2% | +262.6% | +286.6% | +360.8% |
| All | +1,295.9% | +1,045.0% | +250.9% | +661.2% |
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