+55.0%
EWZ vs THC
+250.3%
-195.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +6.5% | -0.7% | +7.2% | +6.6% |
| 30D | +4.8% | +1.3% | +3.6% | +4.6% |
| 3M | +9.9% | +64.2% | -54.4% | +3.3% |
| 6M | +1.9% | +8.3% | -6.3% | +0.6% |
| YTD | +20.3% | +33.4% | -13.1% | +15.4% |
| 1Y | +35.6% | +37.7% | -2.1% | +29.2% |
| 3Y | +43.4% | +236.8% | -193.3% | +19.1% |
| All | +55.0% | +250.3% | -195.3% | +39.9% |
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