+931.5%
THC vs ESTC
+25.9%
+905.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +1.0% | +2.4% | -1.5% | +0.4% |
| 30D | +5.3% | -4.2% | +9.6% | +6.0% |
| 3M | +7.1% | +2.5% | +4.6% | +5.2% |
| 6M | +46.0% | +81.5% | -35.5% | +24.1% |
| YTD | +43.9% | +16.8% | +27.1% | +33.5% |
| 1Y | +45.4% | -3.5% | +48.9% | +40.6% |
| 3Y | +421.3% | +17.7% | +403.6% | +330.4% |
| 5Y | +261.5% | -51.7% | +313.2% | +259.7% |
| All | +931.5% | +25.9% | +905.6% | +465.4% |
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