+96.5%
ENB vs THC
+952.2%
-855.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.0% | +1.1% |
| 7D | -0.5% | -2.6% | +2.1% | -0.1% |
| 30D | -0.2% | -1.2% | +1.0% | -0.1% |
| 3M | -7.5% | +58.9% | -66.4% | -13.7% |
| 6M | -4.1% | +9.3% | -13.5% | -6.0% |
| YTD | +9.8% | +30.4% | -20.6% | +4.7% |
| 1Y | +8.7% | +34.6% | -25.9% | +2.8% |
| 3Y | +79.0% | +246.7% | -167.7% | +43.4% |
| 5Y | +69.1% | +244.5% | -175.4% | +31.0% |
| 10Y | +96.5% | +950.1% | -853.6% | +20.1% |
| All | +96.5% | +952.2% | -855.7% | +20.1% |
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