+149.9%
IBM vs THC
+1,325.8%
-1,175.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.2% |
| 7D | -2.5% | +7.5% | -10.0% | -3.5% |
| 30D | +8.4% | +9.6% | -1.2% | +7.1% |
| 3M | +4.5% | +10.3% | -5.8% | +3.1% |
| 6M | +7.9% | +51.8% | -43.9% | +2.1% |
| YTD | -15.2% | +45.4% | -60.7% | -19.8% |
| 1Y | -17.6% | +40.8% | -58.4% | -21.8% |
| 3Y | +82.1% | +448.8% | -366.8% | +43.6% |
| 5Y | +143.3% | +263.4% | -120.0% | +96.1% |
| 10Y | +149.9% | +1,800.1% | -1,650.1% | +69.0% |
| All | +149.9% | +1,325.8% | -1,175.8% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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