+112.4%
ENB vs THC
+1,818.8%
-1,706.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +1.4% | +7.5% | -6.1% | +0.3% |
| 3M | -5.2% | +7.5% | -12.7% | -6.3% |
| 6M | -9.9% | +46.4% | -56.4% | -15.3% |
| YTD | +4.7% | +44.4% | -39.7% | -1.9% |
| 1Y | +2.8% | +43.4% | -40.7% | -3.7% |
| 3Y | +71.3% | +433.3% | -362.0% | +28.1% |
| 5Y | +58.6% | +262.5% | -203.9% | +21.5% |
| All | +112.4% | +1,818.8% | -1,706.4% | +17.2% |
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 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