+3,014.5%
EQT vs THC
+518.1%
+2,496.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.4% |
| 7D | -2.0% | +4.1% | -6.1% | -2.6% |
| 30D | +1.0% | +3.5% | -2.5% | +0.5% |
| 3M | +4.0% | +61.7% | -57.7% | -3.5% |
| 6M | -11.7% | +11.8% | -23.5% | -13.9% |
| YTD | +2.8% | +35.4% | -32.6% | -2.7% |
| 1Y | +10.0% | +37.0% | -27.0% | +3.7% |
| 3Y | +34.1% | +260.1% | -225.9% | +8.0% |
| 5Y | +195.3% | +262.6% | -67.3% | +132.6% |
| 10Y | +51.6% | +1,039.2% | -987.6% | -7.6% |
| All | +3,014.5% | +518.1% | +2,496.4% | +1,528.3% |
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 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