+1,210.4%
ENTG vs THC
+287.9%
+922.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.0% | +7.4% | +9.0% |
| 7D | -7.6% | +7.5% | -15.1% | -9.3% |
| 30D | -15.5% | +9.6% | -25.0% | -17.5% |
| 3M | -7.8% | +10.3% | -18.1% | -10.3% |
| 6M | -5.9% | +51.8% | -57.7% | -16.4% |
| YTD | +66.7% | +45.4% | +21.3% | +49.0% |
| 1Y | +62.1% | +40.8% | +21.3% | +45.7% |
| 3Y | +56.3% | +448.8% | -392.6% | -0.5% |
| 5Y | -3.8% | +263.4% | -267.2% | -34.2% |
| 10Y | +770.1% | +1,800.1% | -1,030.0% | +242.0% |
| All | +1,210.4% | +287.9% | +922.5% | +519.0% |
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 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