+973.9%
THC vs EL
+32.5%
+941.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | -0.6% |
| 7D | -0.7% | +0.8% | -1.5% | -1.0% |
| 30D | +1.3% | +19.8% | -18.6% | -6.7% |
| 3M | +64.2% | +25.7% | +38.5% | +48.1% |
| 6M | +8.3% | +5.4% | +2.8% | +3.5% |
| YTD | +33.4% | +0.2% | +33.2% | +27.7% |
| 1Y | +37.7% | +20.4% | +17.2% | +20.1% |
| 3Y | +236.8% | -32.1% | +268.9% | +254.4% |
| 5Y | +249.3% | -67.2% | +316.4% | +457.0% |
| All | +973.9% | +32.5% | +941.4% | +751.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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