+37.4%
THC vs EFV
+26.5%
+10.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | 0.0% | -2.0% | +2.0% | +1.0% |
| 30D | +1.5% | -0.2% | +1.7% | +1.6% |
| 3M | +59.9% | +9.1% | +50.8% | +53.3% |
| 6M | +11.0% | +11.7% | -0.7% | +5.5% |
| YTD | +32.6% | +17.0% | +15.5% | +22.5% |
| 1Y | +37.4% | +26.7% | +10.7% | +20.9% |
| All | +37.4% | +26.5% | +10.9% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling