+23.7%
IWM vs THC
+258.8%
-235.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.4% | -1.2% |
| 7D | +2.8% | +0.1% | +2.6% | +2.7% |
| 30D | +0.6% | +7.5% | -6.8% | -1.0% |
| 3M | -7.8% | +7.5% | -15.3% | -9.4% |
| 6M | -1.0% | +46.4% | -47.4% | -9.9% |
| YTD | +13.9% | +44.4% | -30.5% | +3.1% |
| 1Y | +15.4% | +43.4% | -28.0% | +4.4% |
| 3Y | +70.2% | +433.3% | -363.1% | +4.2% |
| 5Y | +23.7% | +262.5% | -238.8% | -18.8% |
| All | +23.7% | +258.8% | -235.1% | -18.8% |
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