+60,787.5%
EME vs THC
+591.8%
+60,195.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +1.9% | -0.7% | +2.5% | +2.0% |
| 30D | -8.3% | +1.3% | -9.5% | -8.5% |
| 3M | -10.7% | +64.2% | -75.0% | -19.5% |
| 6M | +1.9% | +8.3% | -6.4% | -0.8% |
| YTD | +23.5% | +33.4% | -9.9% | +15.2% |
| 1Y | +18.0% | +37.7% | -19.7% | +9.2% |
| 3Y | +236.1% | +236.8% | -0.7% | +157.2% |
| 5Y | +527.9% | +249.3% | +278.6% | +359.9% |
| 10Y | +1,252.8% | +995.2% | +257.5% | +602.8% |
| All | +60,787.5% | +591.8% | +60,195.7% | +26,326.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling