+6,438.2%
EW vs THC
+351.8%
+6,086.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -0.3% | -0.7% | +0.3% | -0.3% |
| 30D | +1.0% | +1.3% | -0.2% | +0.8% |
| 3M | +2.8% | +64.2% | -61.4% | -4.5% |
| 6M | +5.5% | +8.3% | -2.8% | +3.6% |
| YTD | +5.5% | +33.4% | -27.9% | +0.4% |
| 1Y | +11.0% | +37.7% | -26.6% | +5.0% |
| 3Y | +17.7% | +236.8% | -219.1% | -3.8% |
| 5Y | -25.7% | +249.3% | -275.0% | -40.9% |
| 10Y | +132.8% | +995.2% | -862.4% | +45.9% |
| All | +6,438.2% | +351.8% | +6,086.4% | +4,055.4% |
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 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