+49.5%
EQT vs THC
+1,021.1%
-971.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.0% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | +1.1% | +1.5% | -0.5% | +0.7% |
| 3M | +4.8% | +59.9% | -55.1% | -4.1% |
| 6M | -10.6% | +11.0% | -21.5% | -13.1% |
| YTD | +3.4% | +32.6% | -29.1% | -3.0% |
| 1Y | +8.7% | +37.4% | -28.7% | +1.0% |
| 3Y | +35.0% | +252.5% | -217.6% | +3.2% |
| 5Y | +204.2% | +262.3% | -58.1% | +124.7% |
| All | +49.5% | +1,021.1% | -971.6% | -13.1% |
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