+40.7%
THC vs IBN
+4.2%
+36.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.8% | +5.8% | +8.0% |
| 7D | +8.8% | +8.9% | -0.1% | +5.3% |
| 30D | +12.6% | +12.6% | 0.0% | +7.4% |
| 3M | +15.4% | +3.1% | +12.3% | +14.0% |
| 6M | +57.7% | +20.6% | +37.1% | +47.6% |
| YTD | +47.1% | +5.8% | +41.3% | +40.9% |
| 1Y | +40.7% | +3.7% | +37.0% | +34.0% |
| All | +40.7% | +4.2% | +36.5% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling