+448.6%
THC vs EL
+1,685.7%
-1,237.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | -0.5% |
| 7D | -0.7% | +0.8% | -1.5% | -1.0% |
| 30D | +1.3% | +19.8% | -18.6% | -6.2% |
| 3M | +64.2% | +25.7% | +38.5% | +49.3% |
| 6M | +8.3% | +5.4% | +2.8% | +3.7% |
| YTD | +33.4% | +0.2% | +33.2% | +28.2% |
| 1Y | +37.7% | +20.4% | +17.2% | +22.1% |
| 3Y | +236.8% | -32.1% | +268.9% | +243.3% |
| 5Y | +249.3% | -67.2% | +316.4% | +372.7% |
| 10Y | +995.2% | +31.7% | +963.5% | +774.8% |
| All | +448.6% | +1,685.7% | -1,237.1% | +91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling