+8.1%
EWZ vs THC
+46.1%
-38.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.6% | -7.9% | +1.4% |
| 7D | -4.1% | +8.8% | -12.9% | -4.3% |
| 30D | -25.0% | +12.6% | -37.6% | -25.2% |
| 3M | -10.6% | +15.4% | -26.0% | -11.1% |
| 6M | -16.6% | +57.7% | -74.3% | -18.5% |
| YTD | +2.5% | +47.1% | -44.6% | +0.5% |
| 1Y | +8.1% | +40.7% | -32.6% | +6.4% |
| All | +8.1% | +46.1% | -38.1% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling