+44.1%
IR vs THC
+274.4%
-230.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | +3.7% | +3.7% | 0.0% | +2.7% |
| 30D | +7.4% | +9.0% | -1.6% | +5.2% |
| 3M | -5.9% | +10.4% | -16.3% | -8.3% |
| 6M | +5.6% | +45.7% | -40.1% | -4.2% |
| YTD | +4.8% | +42.6% | -37.7% | -5.0% |
| 1Y | +6.9% | +38.8% | -31.8% | -2.7% |
| 3Y | +27.6% | +418.8% | -391.3% | -19.1% |
| All | +44.1% | +274.4% | -230.2% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling