+969.7%
THC vs EOSE
-81.0%
+1,050.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -0.6% |
| 7D | +1.0% | +9.8% | -8.8% | +0.4% |
| 30D | +5.3% | -2.1% | +7.4% | +5.1% |
| 3M | +7.1% | -54.1% | +61.2% | +10.5% |
| 6M | +46.0% | -76.9% | +123.0% | +55.2% |
| YTD | +43.9% | -83.3% | +127.3% | +52.5% |
| 1Y | +45.4% | -87.4% | +132.9% | +56.5% |
| 3Y | +421.3% | +61.9% | +359.4% | +324.6% |
| 5Y | +261.5% | -82.1% | +343.5% | +188.3% |
| All | +969.7% | -81.0% | +1,050.6% | +832.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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