+1,800.1%
THC vs ES
+82.6%
+1,717.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | +7.5% | -0.1% | +7.6% | +7.5% |
| 30D | +9.6% | +5.7% | +3.8% | +6.9% |
| 3M | +10.3% | -2.8% | +13.0% | +11.4% |
| 6M | +51.8% | +7.0% | +44.8% | +47.0% |
| YTD | +45.4% | +6.8% | +38.7% | +40.4% |
| 1Y | +40.8% | -0.5% | +41.3% | +39.3% |
| 3Y | +448.8% | +47.2% | +401.6% | +347.0% |
| 5Y | +263.4% | +2.3% | +261.1% | +247.0% |
| 10Y | +1,800.1% | +85.6% | +1,714.4% | +1,791.4% |
| All | +1,800.1% | +82.6% | +1,717.5% | +1,791.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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