+90.2%
EMR vs THC
+258.4%
-168.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.6% |
| YTD | +27.2% | +43.9% | -16.7% | +18.0% |
| 1Y | +32.0% | +45.4% | -13.4% | +22.1% |
| 3Y | +103.3% | +421.3% | -318.0% | +45.5% |
| All | +90.2% | +258.4% | -168.1% | +44.2% |
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