+174.8%
EXE vs THC
+437.5%
-262.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -2.2% |
| 7D | -2.7% | +4.1% | -6.8% | -3.4% |
| 30D | -0.4% | +3.5% | -3.9% | -1.0% |
| 3M | +9.5% | +61.7% | -52.3% | -0.3% |
| 6M | -9.3% | +11.8% | -21.2% | -11.8% |
| YTD | -10.9% | +35.4% | -46.3% | -16.8% |
| 1Y | +4.3% | +37.0% | -32.7% | -3.3% |
| 3Y | +18.8% | +260.1% | -241.3% | -14.2% |
| 5Y | +101.4% | +262.6% | -161.2% | +38.4% |
| All | +174.8% | +437.5% | -262.7% | +71.5% |
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