+1,913.5%
THC vs EFV
+161.2%
+1,752.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | +0.2% | -1.0% | +1.2% | +1.5% |
| 30D | +9.0% | +3.1% | +5.9% | +4.7% |
| 3M | +12.9% | -1.2% | +14.2% | +14.7% |
| 6M | +52.8% | +5.6% | +47.2% | +41.5% |
| YTD | +47.4% | +15.8% | +31.6% | +18.7% |
| 1Y | +47.7% | +20.0% | +27.7% | +13.0% |
| 3Y | +444.7% | +91.0% | +353.7% | +110.3% |
| 5Y | +269.3% | +93.7% | +175.6% | +39.5% |
| 10Y | +1,913.5% | +160.9% | +1,752.6% | +461.4% |
| All | +1,913.5% | +161.2% | +1,752.3% | +461.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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