+1,075.9%
IJH vs THC
+278.6%
+797.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | -1.5% | +1.3% | -2.8% | -1.8% |
| 3M | +0.8% | +64.2% | -63.5% | -7.9% |
| 6M | +7.6% | +8.3% | -0.7% | +5.2% |
| YTD | +15.5% | +33.4% | -17.9% | +8.6% |
| 1Y | +16.9% | +37.7% | -20.8% | +9.0% |
| 3Y | +48.1% | +236.8% | -188.7% | +15.8% |
| 5Y | +47.8% | +249.3% | -201.4% | +11.4% |
| 10Y | +178.6% | +995.2% | -816.7% | +53.8% |
| All | +1,075.9% | +278.6% | +797.2% | +527.6% |
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