-51.4%
ILMN vs THC
+250.3%
-301.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.7% |
| 7D | +1.2% | -0.7% | +1.9% | +1.3% |
| 30D | +9.2% | +1.3% | +7.9% | +8.8% |
| 3M | +29.8% | +64.2% | -34.4% | +14.9% |
| 6M | +69.2% | +8.3% | +60.9% | +64.6% |
| YTD | +66.4% | +33.4% | +33.0% | +52.9% |
| 1Y | +123.4% | +37.7% | +85.7% | +102.2% |
| 3Y | +33.2% | +236.8% | -203.6% | -12.1% |
| All | -51.4% | +250.3% | -301.7% | -69.0% |
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 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