+711.5%
IYR vs THC
+310.7%
+400.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | +6.1% | +9.0% | -2.9% | +4.5% |
| 3M | +0.9% | +12.9% | -12.0% | -1.2% |
| 6M | +1.2% | +52.8% | -51.7% | -6.4% |
| YTD | +11.1% | +47.4% | -36.3% | +2.9% |
| 1Y | +9.0% | +47.7% | -38.8% | +0.7% |
| 3Y | +41.4% | +444.7% | -403.2% | +2.5% |
| 5Y | +6.7% | +269.3% | -262.6% | -20.2% |
| 10Y | +87.7% | +1,913.5% | -1,825.9% | -7.6% |
| All | +711.5% | +310.7% | +400.8% | +233.3% |
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