+11,799.4%
ENB vs THC
+508.9%
+11,290.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | -0.2% | -0.7% | +0.4% | -0.2% |
| 30D | -2.2% | +1.3% | -3.5% | -2.4% |
| 3M | -10.5% | +64.2% | -74.8% | -15.2% |
| 6M | -5.1% | +8.3% | -13.3% | -6.4% |
| YTD | +9.0% | +33.4% | -24.4% | +5.0% |
| 1Y | +8.2% | +37.7% | -29.5% | +3.7% |
| 3Y | +67.8% | +236.8% | -169.0% | +44.1% |
| 5Y | +69.4% | +249.3% | -179.9% | +41.7% |
| 10Y | +117.5% | +995.2% | -877.7% | +50.4% |
| All | +11,799.4% | +508.9% | +11,290.5% | +7,016.8% |
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