+179.3%
IJH vs THC
+1,022.1%
-842.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.9% | -0.5% | -1.3% | -1.8% |
| 30D | -4.6% | -1.2% | -3.5% | -4.5% |
| 3M | -1.2% | +52.3% | -53.4% | -9.4% |
| 6M | +9.4% | +12.4% | -3.0% | +5.9% |
| YTD | +13.3% | +32.7% | -19.4% | +5.8% |
| 1Y | +13.4% | +36.4% | -23.0% | +4.9% |
| 3Y | +50.4% | +259.3% | -208.9% | +11.9% |
| 5Y | +49.0% | +262.7% | -213.7% | +6.7% |
| All | +179.3% | +1,022.1% | -842.8% | +52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling