-43.8%
ILMN vs THC
+258.4%
-302.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -2.9% | +1.0% | -3.8% | -3.1% |
| 30D | -23.8% | +5.3% | -29.1% | -24.9% |
| 3M | +7.5% | +7.1% | +0.4% | +5.4% |
| 6M | +42.8% | +46.0% | -3.3% | +28.9% |
| YTD | +57.8% | +43.9% | +13.9% | +41.6% |
| 1Y | +72.6% | +45.4% | +27.2% | +54.1% |
| 3Y | +129.3% | +421.3% | -291.9% | +29.2% |
| All | -43.8% | +258.4% | -302.2% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling