+1,900.5%
THC vs EFV
+159.5%
+1,741.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | +8.8% | +2.1% | +6.7% | +6.0% |
| 30D | +10.0% | +3.1% | +7.0% | +5.8% |
| 3M | +11.7% | -1.3% | +13.0% | +13.5% |
| 6M | +52.5% | +6.0% | +46.5% | +40.5% |
| YTD | +46.1% | +15.8% | +30.2% | +17.5% |
| 1Y | +49.1% | +21.1% | +28.0% | +12.6% |
| 3Y | +439.6% | +91.0% | +348.6% | +108.3% |
| 5Y | +263.2% | +94.3% | +168.9% | +36.5% |
| 10Y | +1,900.5% | +160.4% | +1,740.1% | +458.6% |
| All | +1,900.5% | +159.5% | +1,741.0% | +458.6% |
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