+914.8%
IGV vs THC
+95.5%
+819.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -5.2% | +3.7% | -8.9% | -5.7% |
| 30D | -10.0% | +9.0% | -19.0% | -11.2% |
| 3M | -0.5% | +10.4% | -10.9% | -2.1% |
| 6M | +12.6% | +45.7% | -33.0% | +5.9% |
| YTD | -6.4% | +42.6% | -49.0% | -12.3% |
| 1Y | -9.5% | +38.8% | -48.3% | -15.0% |
| 3Y | +41.7% | +418.8% | -377.1% | +7.7% |
| 5Y | +12.7% | +275.7% | -263.0% | -12.3% |
| 10Y | +354.1% | +1,496.2% | -1,142.1% | +154.7% |
| All | +914.8% | +95.5% | +819.3% | +454.6% |
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