+16.2%
ENTG vs THC
+250.3%
-234.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.0% |
| 7D | +2.8% | -0.7% | +3.5% | +3.0% |
| 30D | -4.7% | +1.3% | -5.9% | -5.1% |
| 3M | -0.7% | +64.2% | -65.0% | -18.7% |
| 6M | +7.7% | +8.3% | -0.6% | +2.9% |
| YTD | +65.1% | +33.4% | +31.7% | +44.4% |
| 1Y | +74.8% | +37.7% | +37.1% | +49.8% |
| 3Y | +36.9% | +236.8% | -199.9% | -24.8% |
| All | +16.2% | +250.3% | -234.1% | -41.2% |
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