-18.7%
IBM vs THC
+51.2%
-69.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -1.5% | +8.8% | -10.4% | -2.2% |
| 30D | +8.4% | +10.0% | -1.6% | +7.5% |
| 3M | +4.2% | +11.7% | -7.5% | +3.2% |
| 6M | +7.9% | +52.5% | -44.5% | +6.2% |
| YTD | -15.2% | +46.1% | -61.3% | -15.8% |
| 1Y | -18.7% | +49.1% | -67.8% | -19.8% |
| All | -18.7% | +51.2% | -69.9% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling