+7,833.4%
EOG vs THC
+563.9%
+7,269.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.5% |
| 7D | -6.0% | +7.5% | -13.5% | -7.3% |
| 30D | +0.9% | +9.6% | -8.7% | -0.9% |
| 3M | +10.9% | +10.3% | +0.7% | +8.7% |
| 6M | +15.8% | +51.8% | -36.0% | +6.5% |
| YTD | +45.8% | +45.4% | +0.4% | +34.2% |
| 1Y | +45.3% | +40.8% | +4.5% | +34.1% |
| 3Y | +36.2% | +448.8% | -412.6% | -3.8% |
| 5Y | +94.0% | +263.4% | -169.4% | +41.7% |
| 10Y | +120.5% | +1,800.1% | -1,679.6% | +11.9% |
| All | +7,833.4% | +563.9% | +7,269.5% | +3,197.0% |
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