+238.8%
EQX vs THC
+1,463.1%
-1,224.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | +7.8% | -1.2% | +8.9% | +7.9% |
| 3M | +21.3% | +52.3% | -30.9% | +13.8% |
| 6M | -22.4% | +12.4% | -34.8% | -24.1% |
| YTD | -11.3% | +32.7% | -44.0% | -15.5% |
| 1Y | +13.5% | +36.4% | -22.9% | +7.4% |
| 3Y | +162.1% | +259.3% | -97.2% | +113.9% |
| 5Y | +84.2% | +262.7% | -178.5% | +46.0% |
| All | +238.8% | +1,463.1% | -1,224.3% | +176.0% |
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 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