+67.6%
EWZ vs THC
+1,859.7%
-1,792.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | +0.6% | +0.2% | +0.3% | +0.5% |
| 30D | -25.5% | +9.0% | -34.5% | -26.8% |
| 3M | -4.5% | +12.9% | -17.5% | -6.9% |
| 6M | -15.3% | +52.8% | -68.1% | -22.7% |
| YTD | +3.1% | +47.4% | -44.3% | -5.8% |
| 1Y | +1.2% | +47.7% | -46.5% | -7.8% |
| 3Y | +19.3% | +444.7% | -425.4% | -19.2% |
| 5Y | +52.3% | +269.3% | -217.0% | +7.0% |
| All | +67.6% | +1,859.7% | -1,792.0% | -24.7% |
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 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