+64.1%
IWM vs THC
+238.5%
-174.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +0.1% | -0.7% | +0.7% | +0.2% |
| 30D | -1.3% | +1.3% | -2.5% | -1.5% |
| 3M | +1.6% | +64.2% | -62.6% | -7.4% |
| 6M | +13.6% | +8.3% | +5.3% | +11.6% |
| YTD | +20.8% | +33.4% | -12.6% | +13.6% |
| 1Y | +26.4% | +37.7% | -11.3% | +17.6% |
| All | +64.1% | +238.5% | -174.3% | +11.9% |
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