+921.7%
THC vs ESTC
+23.0%
+898.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.6% |
| 7D | +3.7% | -11.5% | +15.2% | +6.4% |
| 30D | +9.0% | -7.5% | +16.6% | +10.6% |
| 3M | +10.4% | +23.1% | -12.7% | +3.7% |
| 6M | +45.7% | +75.3% | -29.6% | +24.7% |
| YTD | +42.6% | +14.1% | +28.5% | +33.0% |
| 1Y | +38.8% | -0.6% | +39.3% | +33.0% |
| 3Y | +418.8% | +20.8% | +398.0% | +324.0% |
| 5Y | +275.7% | -48.8% | +324.4% | +265.1% |
| All | +921.7% | +23.0% | +898.8% | +463.2% |
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