+48.4%
IR vs THC
+250.3%
-201.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 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% | -5.9% |
| 6M | -16.8% | +8.3% | -25.1% | -19.0% |
| YTD | -3.5% | +33.4% | -36.9% | -10.9% |
| 1Y | -3.5% | +37.7% | -41.2% | -11.9% |
| 3Y | +9.5% | +236.8% | -227.3% | -22.0% |
| All | +48.4% | +250.3% | -201.9% | +2.8% |
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