+401.9%
EME vs THC
+266.8%
+135.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.2% |
| 7D | -8.8% | +8.8% | -17.6% | -10.3% |
| 30D | -18.2% | +10.0% | -28.2% | -19.8% |
| 3M | -20.2% | +11.7% | -31.9% | -22.1% |
| 6M | -29.9% | +52.5% | -82.4% | -36.4% |
| YTD | +5.7% | +46.1% | -40.4% | -3.8% |
| 1Y | -1.5% | +49.1% | -50.6% | -10.9% |
| 3Y | +208.4% | +439.6% | -231.2% | +107.2% |
| 5Y | +401.9% | +263.2% | +138.7% | +257.6% |
| All | +401.9% | +266.8% | +135.1% | +257.6% |
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 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