+2,521.8%
IBM vs THC
+550.9%
+1,970.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -5.0% | +3.7% | -8.7% | -5.4% |
| 30D | +11.1% | +9.0% | +2.1% | +10.0% |
| 3M | +5.7% | +10.4% | -4.7% | +4.5% |
| 6M | +10.1% | +45.7% | -35.5% | +5.5% |
| YTD | -15.6% | +42.6% | -58.2% | -19.4% |
| 1Y | -19.5% | +38.8% | -58.3% | -23.0% |
| 3Y | +80.4% | +418.8% | -338.4% | +47.8% |
| 5Y | +140.0% | +275.7% | -135.7% | +98.4% |
| 10Y | +155.0% | +1,496.2% | -1,341.3% | +65.6% |
| All | +2,521.8% | +550.9% | +1,970.9% | +1,292.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling