+98.3%
ENB vs THC
+1,325.8%
-1,227.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.8% |
| 7D | -3.7% | +7.5% | -11.1% | -4.7% |
| 30D | +1.7% | +9.6% | -7.8% | +0.4% |
| 3M | -6.3% | +10.3% | -16.5% | -7.7% |
| 6M | -9.2% | +51.8% | -61.0% | -14.9% |
| YTD | +3.1% | +45.4% | -42.3% | -3.3% |
| 1Y | +3.4% | +40.8% | -37.4% | -2.8% |
| 3Y | +68.9% | +448.8% | -379.9% | +26.2% |
| 5Y | +51.7% | +263.4% | -211.7% | +16.6% |
| 10Y | +98.3% | +1,800.1% | -1,701.7% | +12.9% |
| All | +98.3% | +1,325.8% | -1,227.4% | +12.9% |
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