+886.1%
THC vs EOSE
-60.6%
+946.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -0.5% | +1.8% | -2.3% | -0.7% |
| 30D | -1.2% | -6.8% | +5.7% | -1.1% |
| 3M | +52.3% | -36.3% | +88.6% | +54.7% |
| 6M | +12.4% | -38.8% | +51.2% | +13.0% |
| YTD | +32.7% | -65.5% | +98.2% | +36.3% |
| 1Y | +36.4% | -45.3% | +81.6% | +33.5% |
| 3Y | +259.3% | +44.2% | +215.1% | +200.9% |
| 5Y | +262.7% | -69.5% | +332.2% | +181.4% |
| All | +886.1% | -60.6% | +946.7% | +733.1% |
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