+7,608.4%
EOG vs THC
+508.9%
+7,099.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +1.3% | -0.7% | +1.9% | +1.4% |
| 30D | +8.2% | +1.3% | +6.9% | +7.9% |
| 3M | +3.8% | +64.2% | -60.4% | -5.4% |
| 6M | +15.3% | +8.3% | +7.0% | +12.4% |
| YTD | +41.7% | +33.4% | +8.3% | +32.7% |
| 1Y | +23.6% | +37.7% | -14.1% | +14.6% |
| 3Y | +23.3% | +236.8% | -213.5% | -5.0% |
| 5Y | +170.4% | +249.3% | -78.8% | +98.9% |
| 10Y | +125.5% | +995.2% | -869.7% | +23.4% |
| All | +7,608.4% | +508.9% | +7,099.5% | +3,161.2% |
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 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