+1,097.4%
ENTG vs THC
+280.3%
+817.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.8% |
| 7D | -17.1% | +3.7% | -20.8% | -18.0% |
| 30D | -23.0% | +9.0% | -32.0% | -24.8% |
| 3M | -10.2% | +10.4% | -20.6% | -12.6% |
| 6M | -17.8% | +45.7% | -63.4% | -26.2% |
| YTD | +52.4% | +42.6% | +9.8% | +36.7% |
| 1Y | +49.8% | +38.8% | +11.0% | +35.0% |
| 3Y | +42.1% | +418.8% | -376.7% | -8.3% |
| 5Y | -10.2% | +275.7% | -285.9% | -39.0% |
| 10Y | +756.0% | +1,496.2% | -740.2% | +245.6% |
| All | +1,097.4% | +280.3% | +817.1% | +468.0% |
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