+23.9%
IR vs THC
+436.4%
-412.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | +1.1% | +0.2% | +0.8% | +1.0% |
| 30D | +7.6% | +9.0% | -1.4% | +5.7% |
| 3M | +0.1% | +12.9% | -12.8% | -2.5% |
| 6M | +14.0% | +52.8% | -38.9% | +3.7% |
| YTD | +7.5% | +47.4% | -40.0% | -1.9% |
| 1Y | +10.1% | +47.7% | -37.6% | +0.2% |
| All | +23.9% | +436.4% | -412.5% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling