+117.1%
THC vs IBB
+560.8%
-443.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.2% |
| 7D | -0.7% | +1.4% | -2.1% | -1.6% |
| 30D | +1.3% | +10.5% | -9.2% | -5.5% |
| 3M | +64.2% | +23.6% | +40.6% | +42.8% |
| 6M | +8.3% | +22.6% | -14.4% | -5.6% |
| YTD | +33.4% | +25.7% | +7.7% | +13.9% |
| 1Y | +37.7% | +51.4% | -13.7% | +4.0% |
| 3Y | +236.8% | +64.4% | +172.4% | +139.1% |
| 5Y | +249.3% | +22.1% | +227.1% | +198.4% |
| 10Y | +995.2% | +132.5% | +862.8% | +540.7% |
| All | +117.1% | +560.8% | -443.7% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling