+499.6%
THC vs ESI
+182.6%
+317.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.9% |
| 7D | +3.7% | -8.5% | +12.2% | +7.4% |
| 30D | +9.0% | -15.7% | +24.7% | +16.4% |
| 3M | +10.4% | -18.2% | +28.6% | +18.6% |
| 6M | +45.7% | -28.8% | +74.5% | +62.3% |
| YTD | +42.6% | +26.3% | +16.3% | +17.7% |
| 1Y | +38.8% | +18.2% | +20.5% | +17.9% |
| 3Y | +418.8% | +68.1% | +350.7% | +257.1% |
| 5Y | +275.7% | +28.8% | +246.9% | +190.3% |
| 10Y | +1,496.2% | +329.8% | +1,166.4% | +612.4% |
| All | +499.6% | +182.6% | +317.0% | +246.2% |
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 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