+280.3%
EMR vs THC
+1,818.8%
-1,538.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.3% |
| 7D | +2.7% | +0.1% | +2.5% | +2.6% |
| 30D | +2.1% | +7.5% | -5.4% | +0.5% |
| 3M | +2.3% | +7.5% | -5.3% | +0.5% |
| 6M | +22.5% | +46.4% | -24.0% | +12.4% |
| YTD | +27.2% | +44.4% | -17.2% | +16.3% |
| 1Y | +28.0% | +43.4% | -15.4% | +17.0% |
| 3Y | +103.4% | +433.3% | -329.9% | +37.7% |
| 5Y | +88.2% | +262.5% | -174.4% | +32.0% |
| All | +280.3% | +1,818.8% | -1,538.5% | +87.9% |
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