-18.8%
IBM vs THC
+50.5%
-69.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.3% |
| 7D | -2.5% | +7.5% | -10.0% | -3.1% |
| 30D | +8.4% | +9.6% | -1.2% | +7.5% |
| 3M | +4.5% | +10.3% | -5.8% | +3.6% |
| 6M | +7.9% | +51.8% | -43.9% | +6.2% |
| YTD | -15.2% | +45.4% | -60.7% | -15.8% |
| All | -18.8% | +50.5% | -69.3% | -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