+556.6%
EME vs THC
+248.0%
+308.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.0% |
| 7D | +5.2% | -2.6% | +7.7% | +5.7% |
| 30D | -5.4% | -1.2% | -4.2% | -5.2% |
| 3M | -6.1% | +58.9% | -65.0% | -15.7% |
| 6M | +9.7% | +9.3% | +0.3% | +6.6% |
| YTD | +26.6% | +30.4% | -3.8% | +17.9% |
| 1Y | +24.6% | +34.6% | -10.0% | +14.9% |
| 3Y | +249.6% | +246.7% | +2.9% | +156.6% |
| 5Y | +556.6% | +244.5% | +312.0% | +375.1% |
| All | +556.6% | +248.0% | +308.6% | +375.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling