-11.7%
EQT vs THC
+14.5%
-26.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -0.6% |
| 7D | -2.0% | +4.1% | -6.1% | -1.7% |
| 30D | +1.0% | +3.5% | -2.5% | +1.3% |
| 3M | +4.0% | +61.7% | -57.7% | +7.2% |
| 6M | -11.7% | +11.8% | -23.5% | -6.0% |
| All | -11.7% | +14.5% | -26.2% | -6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling