+50.3%
EWZ vs THC
+1,325.8%
-1,275.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.6% |
| 7D | +1.4% | +7.5% | -6.1% | 0.0% |
| 30D | -25.1% | +9.6% | -34.7% | -26.5% |
| 3M | -7.7% | +10.3% | -18.0% | -9.6% |
| 6M | -15.8% | +51.8% | -67.6% | -23.1% |
| YTD | +3.6% | +45.4% | -41.8% | -5.1% |
| 1Y | +5.5% | +40.8% | -35.3% | -3.0% |
| 3Y | +22.1% | +448.8% | -426.7% | -17.4% |
| 5Y | +58.3% | +263.4% | -205.0% | +11.7% |
| 10Y | +50.3% | +1,800.1% | -1,749.8% | -32.0% |
| All | +50.3% | +1,325.8% | -1,275.5% | -32.0% |
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