+502.6%
EWT vs THC
+1,021.1%
-518.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.5% | -2.3% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | +4.8% | +1.5% | +3.2% | +4.6% |
| 3M | +11.1% | +59.9% | -48.8% | +4.8% |
| 6M | +54.6% | +11.0% | +43.7% | +51.9% |
| YTD | +71.4% | +32.6% | +38.9% | +64.6% |
| 1Y | +82.1% | +37.4% | +44.7% | +73.7% |
| 3Y | +193.2% | +252.5% | -59.3% | +146.5% |
| 5Y | +146.1% | +262.3% | -116.3% | +101.4% |
| All | +502.6% | +1,021.1% | -518.5% | +309.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling