+254.0%
THC vs ESTC
-46.4%
+300.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.3% |
| 7D | -0.7% | -8.1% | +7.5% | +0.7% |
| 30D | +1.3% | +31.7% | -30.4% | -4.0% |
| 3M | +64.2% | +41.1% | +23.2% | +53.3% |
| 6M | +8.3% | +77.1% | -68.8% | -3.8% |
| YTD | +33.4% | +21.7% | +11.7% | +26.1% |
| 1Y | +37.7% | +8.4% | +29.3% | +32.0% |
| 3Y | +236.8% | +23.6% | +213.2% | +186.1% |
| All | +254.0% | -46.4% | +300.3% | +210.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling