+950.1%
THC vs ESI
+307.6%
+642.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.6% |
| 7D | -2.6% | +5.4% | -7.9% | -5.3% |
| 30D | -1.2% | -4.2% | +3.0% | +0.7% |
| 3M | +58.9% | -9.6% | +68.5% | +62.2% |
| 6M | +9.3% | +18.3% | -9.0% | -7.0% |
| YTD | +30.4% | +45.8% | -15.5% | -4.2% |
| 1Y | +34.6% | +39.2% | -4.6% | +0.6% |
| 3Y | +246.7% | +86.3% | +160.4% | +103.7% |
| 5Y | +244.5% | +76.2% | +168.3% | +102.9% |
| 10Y | +950.1% | +306.8% | +643.3% | +233.6% |
| All | +950.1% | +307.6% | +642.5% | +233.6% |
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