+526.6%
GEV vs THC
+169.4%
+357.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.6% |
| 7D | +6.2% | +0.1% | +6.1% | +6.2% |
| 30D | -18.4% | +7.5% | -25.9% | -19.6% |
| 3M | -21.2% | +7.5% | -28.8% | -22.5% |
| 6M | -23.6% | +46.4% | -70.0% | -30.4% |
| YTD | +25.5% | +44.4% | -18.8% | +13.9% |
| 1Y | +42.6% | +43.4% | -0.8% | +29.3% |
| All | +526.6% | +169.4% | +357.2% | +410.3% |
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