+956.5%
THC vs ESTC
+24.7%
+931.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +0.2% | -2.6% | +2.9% | +0.8% |
| 30D | +9.0% | -8.6% | +17.6% | +10.8% |
| 3M | +12.9% | +14.4% | -1.4% | +8.0% |
| 6M | +52.8% | +73.3% | -20.5% | +31.3% |
| YTD | +47.4% | +15.7% | +31.7% | +37.1% |
| 1Y | +47.7% | -7.6% | +55.3% | +44.4% |
| 3Y | +444.7% | +14.6% | +430.1% | +353.1% |
| 5Y | +269.3% | -50.0% | +319.3% | +262.7% |
| All | +956.5% | +24.7% | +931.8% | +480.4% |
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