+356.7%
IP vs THC
+508.9%
-152.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | -5.3% | -0.7% | -4.6% | -5.2% |
| 30D | -10.9% | +1.3% | -12.1% | -11.1% |
| 3M | +11.2% | +64.2% | -53.1% | +1.9% |
| 6M | -10.2% | +8.3% | -18.5% | -11.7% |
| YTD | -2.0% | +33.4% | -35.4% | -7.3% |
| 1Y | -19.1% | +37.7% | -56.8% | -24.1% |
| 3Y | +20.9% | +236.8% | -215.9% | -5.4% |
| 5Y | -17.8% | +249.3% | -267.1% | -38.4% |
| 10Y | +23.5% | +995.2% | -971.7% | -34.1% |
| All | +356.7% | +508.9% | -152.2% | +90.0% |
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 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