+418.8%
THC vs ESI
+67.9%
+350.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.5% |
| 7D | +3.7% | -8.5% | +12.2% | +5.5% |
| 30D | +9.0% | -15.7% | +24.7% | +12.8% |
| 3M | +10.4% | -18.2% | +28.6% | +14.7% |
| 6M | +45.7% | -28.8% | +74.5% | +54.8% |
| YTD | +42.6% | +26.3% | +16.3% | +20.7% |
| 1Y | +38.8% | +18.2% | +20.5% | +20.2% |
| 3Y | +418.8% | +68.1% | +350.7% | +237.2% |
| All | +418.8% | +67.9% | +350.9% | +237.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling