-8.8%
EW vs THC
+258.8%
-267.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | +24.1% | +7.5% | +16.6% | +22.2% |
| 3M | +13.7% | +7.5% | +6.2% | +11.9% |
| 6M | +32.7% | +46.4% | -13.7% | +21.7% |
| YTD | +24.1% | +44.4% | -20.2% | +13.4% |
| 1Y | +23.6% | +43.4% | -19.8% | +13.0% |
| 3Y | +64.8% | +433.3% | -368.5% | +2.0% |
| 5Y | -8.8% | +262.5% | -271.3% | -36.6% |
| All | -8.8% | +258.8% | -267.5% | -36.6% |
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