+1,329.5%
THC vs ESI
+312.6%
+1,016.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -2.1% |
| 7D | +3.7% | -8.5% | +12.2% | +8.0% |
| 30D | +9.0% | -15.7% | +24.7% | +17.8% |
| 3M | +10.4% | -18.2% | +28.6% | +20.1% |
| 6M | +45.7% | -28.8% | +74.5% | +65.2% |
| YTD | +42.6% | +26.3% | +16.3% | +11.0% |
| 1Y | +38.8% | +18.2% | +20.5% | +12.0% |
| 3Y | +418.8% | +68.1% | +350.7% | +214.3% |
| 5Y | +275.7% | +28.8% | +246.9% | +164.7% |
| All | +1,329.5% | +312.6% | +1,016.9% | +566.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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