+473.2%
THC vs EFV
+248.5%
+224.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +8.8% | +2.1% | +6.7% | +6.8% |
| 30D | +10.0% | +3.1% | +7.0% | +7.0% |
| 3M | +11.7% | -1.3% | +13.0% | +13.1% |
| 6M | +52.5% | +6.0% | +46.5% | +43.9% |
| YTD | +46.1% | +15.8% | +30.2% | +25.4% |
| 1Y | +49.1% | +21.1% | +28.0% | +22.4% |
| 3Y | +439.6% | +91.0% | +348.6% | +181.5% |
| 5Y | +263.2% | +94.3% | +168.9% | +88.3% |
| 10Y | +1,900.5% | +160.4% | +1,740.1% | +761.7% |
| All | +473.2% | +248.5% | +224.7% | +126.0% |
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 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