+4,285.9%
EMR vs THC
+573.0%
+3,712.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | +2.8% | +9.0% | -6.2% | +1.4% |
| 3M | +2.0% | +12.9% | -10.9% | 0.0% |
| 6M | +20.7% | +52.8% | -32.1% | +12.5% |
| YTD | +27.3% | +47.4% | -20.1% | +18.7% |
| 1Y | +31.0% | +47.7% | -16.7% | +21.9% |
| 3Y | +103.6% | +444.7% | -341.1% | +52.8% |
| 5Y | +88.6% | +269.3% | -180.7% | +45.3% |
| 10Y | +280.6% | +1,913.5% | -1,632.9% | +109.7% |
| All | +4,285.9% | +573.0% | +3,712.9% | +1,977.3% |
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