+52.2%
EW vs THC
+413.3%
-361.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | +11.0% | +3.7% | +7.3% | +10.5% |
| 30D | +19.1% | +9.0% | +10.0% | +17.9% |
| 3M | +14.4% | +10.4% | +4.0% | +13.0% |
| 6M | +22.8% | +45.7% | -22.9% | +17.3% |
| YTD | +19.8% | +42.6% | -22.8% | +14.3% |
| 1Y | +23.9% | +38.8% | -14.9% | +18.5% |
| 3Y | +52.2% | +418.8% | -366.6% | +15.0% |
| All | +52.2% | +413.3% | -361.1% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling