+103.3%
EMR vs THC
+423.7%
-320.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +2.8% | +1.0% | +1.9% | +2.7% |
| 30D | +3.7% | +5.3% | -1.7% | +2.7% |
| 3M | +2.0% | +7.1% | -5.1% | +0.7% |
| 6M | +22.1% | +46.0% | -23.9% | +13.9% |
| YTD | +27.2% | +43.9% | -16.7% | +18.4% |
| 1Y | +32.0% | +45.4% | -13.4% | +22.4% |
| 3Y | +103.3% | +421.3% | -318.0% | +38.4% |
| All | +103.3% | +423.7% | -320.4% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling