+942.2%
THC vs ESTC
+28.9%
+913.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | +0.9% |
| 7D | +7.5% | -1.2% | +8.7% | +7.7% |
| 30D | +9.6% | -8.1% | +17.7% | +11.3% |
| 3M | +10.3% | +20.2% | -9.9% | +4.2% |
| 6M | +51.8% | +72.7% | -20.9% | +30.6% |
| YTD | +45.4% | +19.6% | +25.8% | +34.2% |
| 1Y | +40.8% | +0.3% | +40.5% | +34.9% |
| 3Y | +448.8% | +22.8% | +426.0% | +348.2% |
| 5Y | +263.4% | -50.9% | +314.3% | +260.1% |
| All | +942.2% | +28.9% | +913.2% | +468.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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