+80.4%
IBM vs THC
+413.3%
-332.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -5.0% | +3.7% | -8.7% | -5.5% |
| 30D | +11.1% | +9.0% | +2.1% | +9.7% |
| 3M | +5.7% | +10.4% | -4.7% | +4.1% |
| 6M | +10.1% | +45.7% | -35.5% | +4.4% |
| YTD | -15.6% | +42.6% | -58.2% | -20.3% |
| 1Y | -19.5% | +38.8% | -58.3% | -23.8% |
| 3Y | +80.4% | +418.8% | -338.4% | +39.1% |
| All | +80.4% | +413.3% | -332.9% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling