+245.8%
THC vs EL
-31.7%
+277.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | 0.0% |
| 7D | -0.7% | +0.8% | -1.5% | -0.8% |
| 30D | +1.3% | +19.8% | -18.6% | -2.4% |
| 3M | +64.2% | +25.7% | +38.5% | +56.7% |
| 6M | +8.3% | +5.4% | +2.8% | +6.3% |
| YTD | +33.4% | +0.2% | +33.2% | +30.8% |
| 1Y | +37.7% | +20.4% | +17.2% | +29.6% |
| All | +245.8% | -31.7% | +277.5% | +250.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling