+808.3%
IWM vs THC
+278.6%
+529.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.9% |
| 6M | +13.6% | +8.3% | +5.3% | +10.8% |
| YTD | +20.8% | +33.4% | -12.6% | +12.9% |
| 1Y | +26.4% | +37.7% | -11.3% | +17.1% |
| 3Y | +60.7% | +236.8% | -176.1% | +23.0% |
| 5Y | +38.2% | +249.3% | -211.1% | +1.7% |
| 10Y | +169.5% | +995.2% | -825.8% | +41.3% |
| All | +808.3% | +278.6% | +529.6% | +357.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling