+933.0%
THC vs ESTC
+20.3%
+912.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.1% | +4.1% | -0.6% |
| 7D | +5.9% | -18.5% | +24.4% | +10.6% |
| 30D | +10.8% | -11.0% | +21.8% | +13.4% |
| 3M | +9.4% | +20.8% | -11.3% | +3.3% |
| 6M | +53.3% | +67.9% | -14.6% | +32.5% |
| YTD | +44.2% | +11.6% | +32.5% | +35.2% |
| 1Y | +37.3% | -3.3% | +40.6% | +32.5% |
| 3Y | +421.6% | +16.4% | +405.2% | +330.4% |
| 5Y | +279.8% | -49.9% | +329.7% | +271.0% |
| All | +933.0% | +20.3% | +912.7% | +472.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling