+308.8%
EWY vs THC
+1,002.8%
-694.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | -0.1% |
| 7D | +6.7% | +4.1% | +2.6% | +6.1% |
| 30D | +17.0% | +3.5% | +13.4% | +16.3% |
| 3M | +3.7% | +61.7% | -58.1% | -3.7% |
| 6M | +42.5% | +11.8% | +30.6% | +39.2% |
| YTD | +96.2% | +35.4% | +60.8% | +86.3% |
| 1Y | +160.4% | +37.0% | +123.4% | +146.0% |
| 3Y | +231.7% | +260.1% | -28.4% | +168.6% |
| 5Y | +153.3% | +262.6% | -109.3% | +99.1% |
| 10Y | +308.8% | +1,039.2% | -730.4% | +158.6% |
| All | +308.8% | +1,002.8% | -694.0% | +158.6% |
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