+502.5%
EWT vs THC
+300.0%
+202.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +9.1% | +1.0% | +8.2% | +9.0% |
| 30D | -12.2% | +5.3% | -17.5% | -12.9% |
| 3M | -9.4% | +7.1% | -16.5% | -10.3% |
| 6M | +2.7% | +46.0% | -43.4% | -3.0% |
| YTD | +53.3% | +43.9% | +9.3% | +44.7% |
| 1Y | +59.2% | +45.4% | +13.7% | +49.8% |
| 3Y | +157.1% | +421.3% | -264.2% | +101.2% |
| 5Y | +119.6% | +261.5% | -141.9% | +75.3% |
| 10Y | +446.9% | +1,865.8% | -1,418.9% | +209.9% |
| All | +502.5% | +300.0% | +202.5% | +215.7% |
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 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