+230.2%
EWY vs THC
+253.4%
-23.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.8% | +0.8% |
| 7D | +8.0% | -2.6% | +10.6% | +8.3% |
| 30D | +14.3% | -1.2% | +15.5% | +14.4% |
| 3M | +2.3% | +58.9% | -56.6% | -4.5% |
| 6M | +49.9% | +9.3% | +40.5% | +47.9% |
| YTD | +95.3% | +30.4% | +65.0% | +87.4% |
| 1Y | +161.7% | +34.6% | +127.1% | +148.9% |
| 3Y | +230.2% | +246.7% | -16.5% | +171.9% |
| All | +230.2% | +253.4% | -23.3% | +171.9% |
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