+11.9%
IR vs THC
+238.5%
-226.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -2.8% | -0.7% | -2.2% | -2.7% |
| 30D | -15.1% | +1.3% | -16.4% | -15.4% |
| 3M | +6.1% | +64.2% | -58.2% | -4.5% |
| 6M | -16.8% | +8.3% | -25.1% | -18.7% |
| YTD | -3.5% | +33.4% | -36.9% | -9.9% |
| 1Y | -3.5% | +37.7% | -41.2% | -10.8% |
| All | +11.9% | +238.5% | -226.6% | -12.3% |
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 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