+81.2%
EQX vs THC
+254.2%
-173.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.1% | -3.0% | -4.6% |
| 7D | -7.0% | 0.0% | -7.0% | -7.0% |
| 30D | +4.8% | +1.5% | +3.3% | +4.4% |
| 3M | +25.6% | +59.9% | -34.3% | +12.8% |
| 6M | -25.8% | +11.0% | -36.8% | -28.2% |
| YTD | -12.7% | +32.6% | -45.3% | -19.0% |
| 1Y | +14.1% | +37.4% | -23.3% | +4.6% |
| 3Y | +165.7% | +252.5% | -86.8% | +89.7% |
| 5Y | +81.2% | +262.3% | -181.1% | +23.4% |
| All | +81.2% | +254.2% | -173.0% | +23.4% |
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 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