+74.8%
ENTG vs THC
+40.9%
+33.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.1% |
| 7D | +2.8% | -0.7% | +3.5% | +2.8% |
| 30D | -4.7% | +1.3% | -5.9% | -4.7% |
| 3M | -0.7% | +64.2% | -65.0% | -6.6% |
| 6M | +7.7% | +8.3% | -0.6% | +11.0% |
| YTD | +65.1% | +33.4% | +31.7% | +62.1% |
| 1Y | +74.8% | +37.7% | +37.1% | +69.4% |
| All | +74.8% | +40.9% | +33.9% | +69.4% |
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