+49.9%
ENB vs THC
+274.4%
-224.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.4% |
| 7D | -5.2% | +3.7% | -8.9% | -5.6% |
| 30D | +2.2% | +9.0% | -6.9% | +1.3% |
| 3M | -8.1% | +10.4% | -18.5% | -9.0% |
| 6M | -11.2% | +45.7% | -56.8% | -14.9% |
| YTD | +2.0% | +42.6% | -40.6% | -2.4% |
| 1Y | +4.1% | +38.8% | -34.7% | -0.3% |
| 3Y | +64.7% | +418.8% | -354.1% | +28.1% |
| All | +49.9% | +274.4% | -224.4% | +17.9% |
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 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