-8.8%
IT vs THC
+46.1%
-54.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.6% | -8.1% | +0.3% |
| 7D | -5.5% | +8.8% | -14.3% | -6.5% |
| 30D | +10.3% | +12.6% | -2.3% | +8.8% |
| 3M | +11.5% | +15.4% | -3.8% | +9.7% |
| 6M | +40.3% | +57.7% | -17.4% | +37.2% |
| YTD | -17.9% | +47.1% | -64.9% | -18.8% |
| 1Y | -8.8% | +40.7% | -49.5% | -9.5% |
| All | -8.8% | +46.1% | -54.9% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling