+423.4%
THC vs EFV
+258.8%
+164.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -0.7% | +1.5% | -2.1% | -2.1% |
| 30D | +1.3% | +1.7% | -0.5% | -0.4% |
| 3M | +64.2% | +8.6% | +55.6% | +51.5% |
| 6M | +8.3% | +11.7% | -3.4% | -3.3% |
| YTD | +33.4% | +19.3% | +14.1% | +11.3% |
| 1Y | +37.7% | +30.2% | +7.5% | +5.1% |
| 3Y | +236.8% | +91.6% | +145.2% | +75.3% |
| 5Y | +249.3% | +96.4% | +152.9% | +79.1% |
| 10Y | +995.2% | +166.5% | +828.8% | +360.9% |
| All | +423.4% | +258.8% | +164.6% | +100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling