+254.0%
THC vs ES
-5.6%
+259.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | +1.3% | -2.0% | +3.2% | +2.1% |
| 3M | +64.2% | +1.7% | +62.6% | +63.0% |
| 6M | +8.3% | -3.5% | +11.8% | +9.6% |
| YTD | +33.4% | +7.9% | +25.5% | +28.2% |
| 1Y | +37.7% | +17.2% | +20.5% | +25.9% |
| 3Y | +236.8% | +29.3% | +207.5% | +184.9% |
| All | +254.0% | -5.6% | +259.6% | +251.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling