+93.9%
ILMN vs THC
+46.1%
+47.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +9.6% | -14.5% | -4.7% |
| 7D | -21.6% | +8.8% | -30.4% | -21.4% |
| 30D | -22.9% | +12.6% | -35.5% | -22.8% |
| 3M | +11.6% | +15.4% | -3.8% | +11.6% |
| 6M | +62.5% | +57.7% | +4.9% | +59.3% |
| YTD | +72.7% | +47.1% | +25.7% | +71.9% |
| 1Y | +93.9% | +40.7% | +53.2% | +94.1% |
| All | +93.9% | +46.1% | +47.7% | +94.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling