+1,644.1%
THC vs IBB
+126.8%
+1,517.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +1.0% | -0.5% | +1.5% | +1.4% |
| 30D | +5.3% | +4.6% | +0.8% | +1.3% |
| 3M | +7.1% | +6.8% | +0.3% | +0.1% |
| 6M | +46.0% | +23.1% | +22.9% | +20.4% |
| YTD | +43.9% | +26.0% | +17.9% | +15.1% |
| 1Y | +45.4% | +30.4% | +15.1% | +12.8% |
| 3Y | +421.3% | +85.4% | +335.9% | +184.6% |
| 5Y | +261.5% | +39.7% | +221.7% | +155.6% |
| All | +1,644.1% | +126.8% | +1,517.3% | +660.7% |
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