+43.6%
EWZ vs THC
+1,421.6%
-1,378.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | -1.5% | +3.7% | -5.2% | -2.2% |
| 30D | -24.5% | +9.0% | -33.6% | -25.8% |
| 3M | -10.7% | +10.4% | -21.1% | -12.6% |
| 6M | -19.1% | +45.7% | -64.8% | -25.4% |
| YTD | +1.6% | +42.6% | -41.0% | -6.5% |
| 1Y | +4.3% | +38.8% | -34.5% | -3.8% |
| 3Y | +19.0% | +418.8% | -399.9% | -18.4% |
| 5Y | +57.7% | +275.7% | -218.0% | +10.5% |
| All | +43.6% | +1,421.6% | -1,378.1% | -32.8% |
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