+116.1%
EWT vs THC
+266.8%
-150.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.1% |
| 7D | -3.7% | +8.8% | -12.5% | -4.7% |
| 30D | -17.2% | +10.0% | -27.2% | -18.3% |
| 3M | -7.3% | +11.7% | -19.0% | -8.8% |
| 6M | -1.5% | +52.5% | -54.0% | -7.7% |
| YTD | +49.0% | +46.1% | +3.0% | +39.9% |
| 1Y | +50.6% | +49.1% | +1.5% | +40.8% |
| 3Y | +148.9% | +439.6% | -290.7% | +83.9% |
| 5Y | +116.1% | +263.2% | -147.1% | +65.7% |
| All | +116.1% | +266.8% | -150.8% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling