+891.2%
THC vs EOSE
-61.3%
+952.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.9% | -10.3% | 0.0% |
| 7D | -0.7% | +19.0% | -19.7% | -1.7% |
| 30D | +1.3% | +1.6% | -0.3% | +0.9% |
| 3M | +64.2% | -52.0% | +116.2% | +69.6% |
| 6M | +8.3% | -42.5% | +50.8% | +9.3% |
| YTD | +33.4% | -66.1% | +99.5% | +37.2% |
| 1Y | +37.7% | -47.1% | +84.8% | +35.1% |
| 3Y | +236.8% | +0.8% | +236.0% | +189.3% |
| 5Y | +249.3% | -71.7% | +320.9% | +171.6% |
| All | +891.2% | -61.3% | +952.5% | +738.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling