+57.8%
EWZ vs THC
+274.4%
-216.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -1.5% | +3.7% | -5.2% | -1.9% |
| 30D | -24.5% | +9.0% | -33.6% | -25.3% |
| 3M | -10.7% | +10.4% | -21.1% | -11.8% |
| 6M | -19.1% | +45.7% | -64.8% | -23.0% |
| YTD | +1.6% | +42.6% | -41.0% | -3.4% |
| 1Y | +4.3% | +38.8% | -34.5% | -0.6% |
| 3Y | +19.0% | +418.8% | -399.9% | -6.8% |
| All | +57.8% | +274.4% | -216.5% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling