+178.5%
EXE vs THC
+429.5%
-251.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.3% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | +8.5% | +1.3% | +7.2% | +8.2% |
| 3M | +5.5% | +64.2% | -58.8% | -4.2% |
| 6M | -5.9% | +8.3% | -14.2% | -7.9% |
| YTD | -9.7% | +33.4% | -43.1% | -15.5% |
| 1Y | +3.6% | +37.7% | -34.1% | -4.1% |
| 3Y | +18.0% | +236.8% | -218.8% | -13.4% |
| 5Y | +109.4% | +249.3% | -139.8% | +45.4% |
| All | +178.5% | +429.5% | -251.0% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling