+1,800.1%
THC vs ESI
+323.5%
+1,476.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | -0.7% |
| 7D | +7.5% | -3.5% | +10.9% | +8.8% |
| 30D | +9.6% | -9.3% | +18.8% | +13.9% |
| 3M | +10.3% | -12.8% | +23.0% | +16.0% |
| 6M | +51.8% | -24.6% | +76.4% | +67.4% |
| YTD | +45.4% | +32.7% | +12.7% | +9.8% |
| 1Y | +40.8% | +20.3% | +20.5% | +12.6% |
| 3Y | +448.8% | +80.2% | +368.6% | +217.2% |
| 5Y | +263.4% | +40.0% | +223.4% | +142.5% |
| 10Y | +1,800.1% | +310.8% | +1,489.3% | +522.2% |
| All | +1,800.1% | +323.5% | +1,476.6% | +522.2% |
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