+276.8%
THC vs ESTC
-48.9%
+325.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.5% |
| 7D | +3.7% | -11.5% | +15.2% | +5.8% |
| 30D | +9.0% | -7.5% | +16.6% | +10.2% |
| 3M | +10.4% | +23.1% | -12.7% | +5.4% |
| 6M | +45.7% | +75.3% | -29.6% | +29.5% |
| YTD | +42.6% | +14.1% | +28.5% | +35.7% |
| 1Y | +38.8% | -0.6% | +39.3% | +35.1% |
| 3Y | +418.8% | +20.8% | +398.0% | +338.4% |
| All | +276.8% | -48.9% | +325.7% | +227.1% |
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