+499.2%
THC vs ES
+1,243.3%
-744.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 3M | +64.2% | +1.7% | +62.6% | +63.2% |
| 6M | +8.3% | -3.5% | +11.8% | +9.3% |
| YTD | +33.4% | +7.9% | +25.5% | +29.3% |
| 1Y | +37.7% | +17.2% | +20.5% | +29.0% |
| 3Y | +236.8% | +29.3% | +207.5% | +201.3% |
| 5Y | +249.3% | -5.7% | +255.0% | +246.6% |
| 10Y | +995.2% | +85.2% | +910.0% | +770.5% |
| All | +499.2% | +1,243.3% | -744.1% | +166.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling