+82.1%
EWT vs THC
+33.0%
+49.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.5% | -2.5% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | +4.8% | +1.5% | +3.2% | +4.7% |
| 3M | +11.1% | +59.9% | -48.8% | +8.4% |
| 6M | +54.6% | +11.0% | +43.7% | +55.3% |
| YTD | +71.4% | +32.6% | +38.9% | +69.4% |
| 1Y | +82.1% | +37.4% | +44.7% | +79.4% |
| All | +82.1% | +33.0% | +49.1% | +79.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling