+56.6%
EWZ vs THC
+287.8%
-231.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.3% |
| 7D | -4.2% | +5.9% | -10.0% | -4.8% |
| 30D | -26.1% | +10.8% | -37.0% | -27.0% |
| 3M | -12.0% | +9.4% | -21.5% | -13.1% |
| 6M | -19.3% | +53.3% | -72.5% | -23.6% |
| YTD | +0.9% | +44.2% | -43.2% | -4.1% |
| 1Y | +3.4% | +37.3% | -33.9% | -1.3% |
| 3Y | +18.6% | +421.6% | -403.0% | -7.1% |
| 5Y | +56.6% | +279.8% | -223.2% | +30.8% |
| All | +56.6% | +287.8% | -231.2% | +30.8% |
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 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