+461.0%
THC vs ESI
+224.6%
+236.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.4% | -0.7% |
| 7D | -0.7% | +3.3% | -4.0% | -2.2% |
| 30D | +1.3% | -5.9% | +7.1% | +3.7% |
| 3M | +64.2% | -14.1% | +78.3% | +71.3% |
| 6M | +8.3% | +6.6% | +1.7% | +0.2% |
| YTD | +33.4% | +45.0% | -11.6% | +5.0% |
| 1Y | +37.7% | +41.5% | -3.8% | +8.9% |
| 3Y | +236.8% | +78.8% | +158.0% | +129.7% |
| 5Y | +249.3% | +70.9% | +178.4% | +139.2% |
| 10Y | +995.2% | +317.1% | +678.2% | +389.4% |
| All | +461.0% | +224.6% | +236.3% | +208.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling