-18.9%
EXE vs THC
+46.1%
-65.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +9.6% | -12.5% | -2.3% |
| 7D | -4.7% | +8.8% | -13.5% | -4.1% |
| 30D | +1.0% | +12.6% | -11.6% | +1.7% |
| 3M | -5.6% | +15.4% | -21.0% | -4.9% |
| 6M | -12.3% | +57.7% | -70.0% | -11.7% |
| YTD | -19.5% | +47.1% | -66.6% | -19.2% |
| 1Y | -18.9% | +40.7% | -59.6% | -18.2% |
| All | -18.9% | +46.1% | -65.0% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling