+262.6%
THC vs EFV
+95.4%
+167.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.8% |
| 7D | +4.1% | -0.5% | +4.6% | +4.6% |
| 30D | +3.5% | 0.0% | +3.5% | +3.5% |
| 3M | +61.7% | +8.4% | +53.3% | +48.9% |
| 6M | +11.8% | +12.3% | -0.5% | -1.3% |
| YTD | +35.4% | +17.4% | +18.0% | +13.2% |
| 1Y | +37.0% | +27.1% | +9.9% | +4.6% |
| 3Y | +260.1% | +90.7% | +169.4% | +69.2% |
| 5Y | +262.6% | +95.6% | +167.0% | +63.0% |
| All | +262.6% | +95.4% | +167.2% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling