+63.4%
ENTG vs THC
+50.5%
+12.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.0% | +7.4% | +9.5% |
| 7D | -7.6% | +7.5% | -15.1% | -7.3% |
| 30D | -15.5% | +9.6% | -25.0% | -15.2% |
| 3M | -7.8% | +10.3% | -18.1% | -7.6% |
| 6M | -5.9% | +51.8% | -57.7% | -6.8% |
| YTD | +66.7% | +45.4% | +21.3% | +66.2% |
| All | +63.4% | +50.5% | +12.9% | +62.0% |
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