+643.2%
GEV vs THC
+143.3%
+499.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.6% |
| 7D | +8.1% | -2.6% | +10.7% | +8.6% |
| 30D | -1.9% | -1.2% | -0.7% | -1.8% |
| 3M | +4.1% | +58.9% | -54.9% | -7.8% |
| 6M | +23.2% | +9.3% | +13.9% | +20.2% |
| YTD | +48.9% | +30.4% | +18.5% | +37.9% |
| 1Y | +62.2% | +34.6% | +27.6% | +47.8% |
| All | +643.2% | +143.3% | +499.9% | +518.1% |
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