+190.8%
EQT vs THC
+258.1%
-67.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -2.0% | -0.5% | -1.5% | -1.9% |
| 30D | 0.0% | -1.2% | +1.2% | +0.2% |
| 3M | +5.9% | +52.3% | -46.3% | -4.3% |
| 6M | -14.8% | +12.4% | -27.2% | -17.8% |
| YTD | +1.8% | +32.7% | -30.9% | -6.2% |
| 1Y | +7.4% | +36.4% | -29.0% | -2.2% |
| 3Y | +33.6% | +259.3% | -225.7% | -10.8% |
| All | +190.8% | +258.1% | -67.3% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling