+65.7%
ENTG vs THC
+46.1%
+19.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +9.6% | -16.1% | -6.2% |
| 7D | -10.3% | +8.8% | -19.2% | -10.1% |
| 30D | -14.4% | +12.6% | -27.0% | -14.2% |
| 3M | -1.1% | +15.4% | -16.5% | -0.9% |
| 6M | +3.0% | +57.7% | -54.7% | +0.8% |
| YTD | +70.1% | +47.1% | +23.0% | +68.7% |
| 1Y | +65.7% | +40.7% | +25.1% | +65.6% |
| All | +65.7% | +46.1% | +19.6% | +65.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling