+535.9%
IQV vs THC
+451.0%
+84.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +2.3% | -0.7% | +3.0% | +2.4% |
| 30D | +13.4% | +1.3% | +12.2% | +13.1% |
| 3M | +43.3% | +64.2% | -21.0% | +30.7% |
| 6M | +50.5% | +8.3% | +42.3% | +47.5% |
| YTD | +18.8% | +33.4% | -14.6% | +11.5% |
| 1Y | +45.5% | +37.7% | +7.8% | +35.2% |
| 3Y | +19.4% | +236.8% | -217.4% | -9.1% |
| 5Y | +1.7% | +249.3% | -247.5% | -25.6% |
| 10Y | +247.9% | +995.2% | -747.3% | +85.7% |
| All | +535.9% | +451.0% | +84.8% | +277.3% |
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 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