+155.6%
EWJ vs THC
+385.1%
-229.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +2.5% | -0.7% | +3.2% | +2.6% |
| 30D | +3.3% | +1.3% | +2.0% | +3.1% |
| 3M | +5.0% | +64.2% | -59.3% | -0.7% |
| 6M | +11.5% | +8.3% | +3.3% | +10.0% |
| YTD | +22.4% | +33.4% | -11.0% | +17.9% |
| 1Y | +30.2% | +37.7% | -7.5% | +24.7% |
| 3Y | +72.8% | +236.8% | -164.0% | +48.6% |
| 5Y | +54.1% | +249.3% | -195.1% | +29.1% |
| 10Y | +140.6% | +995.2% | -854.6% | +62.8% |
| All | +155.6% | +385.1% | -229.5% | +46.1% |
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