+200.3%
EWT vs THC
+253.4%
-53.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | +1.6% | -2.6% | +4.2% | +1.9% |
| 30D | +8.2% | -1.2% | +9.4% | +8.3% |
| 3M | +11.1% | +58.9% | -47.9% | +4.8% |
| 6M | +60.4% | +9.3% | +51.1% | +58.7% |
| YTD | +75.6% | +30.4% | +45.2% | +69.2% |
| 1Y | +91.3% | +34.6% | +56.7% | +82.9% |
| 3Y | +200.3% | +246.7% | -46.4% | +150.7% |
| All | +200.3% | +253.4% | -53.1% | +150.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling