+700.6%
IYR vs THC
+271.6%
+429.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -1.2% | -0.7% | -0.6% | -1.1% |
| 30D | -2.9% | +1.3% | -4.1% | -3.1% |
| 3M | +0.8% | +64.2% | -63.4% | -7.6% |
| 6M | +1.9% | +8.3% | -6.4% | -0.3% |
| YTD | +9.6% | +33.4% | -23.8% | +3.3% |
| 1Y | +8.1% | +37.7% | -29.6% | +1.0% |
| 3Y | +29.2% | +236.8% | -207.6% | +1.4% |
| 5Y | +4.3% | +249.3% | -245.0% | -21.3% |
| 10Y | +64.7% | +995.2% | -930.6% | -10.9% |
| All | +700.6% | +271.6% | +429.0% | +234.7% |
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