+133.0%
EOG vs THC
+1,818.8%
-1,685.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.7% |
| 7D | +7.4% | +0.1% | +7.3% | +7.4% |
| 30D | +2.3% | +7.5% | -5.2% | +0.4% |
| 3M | +9.5% | +7.5% | +1.9% | +7.2% |
| 6M | +17.7% | +46.4% | -28.8% | +6.2% |
| YTD | +52.9% | +44.4% | +8.6% | +37.1% |
| 1Y | +47.7% | +43.4% | +4.2% | +32.2% |
| 3Y | +41.1% | +433.3% | -392.2% | -13.0% |
| 5Y | +108.2% | +262.5% | -154.3% | +33.5% |
| All | +133.0% | +1,818.8% | -1,685.8% | -3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling