-29.9%
IT vs THC
+32.5%
-62.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.3% | -5.2% | -7.2% |
| 7D | -9.1% | -2.6% | -6.6% | -8.9% |
| 30D | -7.0% | -1.2% | -5.8% | -6.9% |
| 3M | +7.6% | +58.9% | -51.3% | +8.0% |
| 6M | +2.1% | +9.3% | -7.2% | +0.7% |
| YTD | -31.6% | +30.4% | -62.0% | -31.7% |
| 1Y | -29.9% | +34.6% | -64.5% | -31.1% |
| All | -29.9% | +32.5% | -62.4% | -31.1% |
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