+345.2%
IR vs THC
+1,479.2%
-1,134.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +4.2% |
| 7D | +5.0% | +7.5% | -2.5% | +3.2% |
| 30D | +10.3% | +9.6% | +0.8% | +7.9% |
| 3M | -0.1% | +10.3% | -10.3% | -2.5% |
| 6M | +14.8% | +51.8% | -37.0% | +3.3% |
| YTD | +9.7% | +45.4% | -35.7% | -0.8% |
| 1Y | +12.2% | +40.8% | -28.6% | +1.9% |
| 3Y | +30.0% | +448.8% | -418.8% | -15.9% |
| 5Y | +46.8% | +263.4% | -216.6% | 0.0% |
| All | +345.2% | +1,479.2% | -1,134.0% | +107.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling