+950.1%
THC vs IBB
+122.6%
+827.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -0.5% |
| 7D | -2.6% | -1.7% | -0.9% | -1.3% |
| 30D | -1.2% | +4.9% | -6.0% | -5.5% |
| 3M | +58.9% | +24.2% | +34.7% | +32.4% |
| 6M | +9.3% | +23.8% | -14.5% | -9.1% |
| YTD | +30.4% | +23.0% | +7.4% | +8.2% |
| 1Y | +34.6% | +46.2% | -11.6% | -3.7% |
| 3Y | +246.7% | +64.8% | +181.8% | +119.0% |
| 5Y | +244.5% | +20.9% | +223.6% | +182.2% |
| 10Y | +950.1% | +121.6% | +828.5% | +497.3% |
| All | +950.1% | +122.6% | +827.5% | +497.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling