+9.1%
IR vs THC
+46.1%
-37.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.6% | -10.0% | -1.5% |
| 7D | +11.6% | +8.8% | +2.7% | +10.5% |
| 30D | +7.2% | +12.6% | -5.5% | +5.6% |
| 3M | -5.9% | +15.4% | -21.2% | -7.6% |
| 6M | +11.5% | +57.7% | -46.2% | +4.5% |
| YTD | +6.3% | +47.1% | -40.7% | +1.5% |
| 1Y | +9.1% | +40.7% | -31.6% | +4.4% |
| All | +9.1% | +46.1% | -37.0% | +4.4% |
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