+928.3%
EME vs THC
+1,879.5%
-951.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +3.1% |
| 7D | +4.3% | +0.2% | +4.1% | +4.3% |
| 30D | -14.4% | +9.0% | -23.4% | -16.1% |
| 3M | -18.3% | +12.9% | -31.3% | -20.7% |
| 6M | -28.3% | +52.8% | -81.2% | -35.5% |
| YTD | +9.2% | +47.4% | -38.2% | -1.5% |
| 1Y | +4.3% | +47.7% | -43.5% | -6.1% |
| 3Y | +218.6% | +444.7% | -226.0% | +111.3% |
| 5Y | +421.0% | +269.3% | +151.8% | +259.3% |
| 10Y | +928.3% | +1,913.5% | -985.2% | +394.0% |
| All | +928.3% | +1,879.5% | -951.2% | +394.0% |
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