+35.8%
EQT vs THC
+250.7%
-214.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | +1.1% | +1.5% | -0.5% | +0.9% |
| 3M | +4.8% | +59.9% | -55.1% | -1.9% |
| 6M | -10.6% | +11.0% | -21.5% | -11.8% |
| YTD | +3.4% | +32.6% | -29.1% | -1.2% |
| 1Y | +8.7% | +37.4% | -28.7% | +2.8% |
| All | +35.8% | +250.7% | -214.9% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling