+973.2%
THC vs IFF
-20.3%
+993.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | -0.5% | -3.2% | +2.7% | +1.1% |
| 30D | -1.2% | -0.3% | -0.9% | -1.2% |
| 3M | +52.3% | +8.4% | +43.8% | +45.5% |
| 6M | +12.4% | +23.0% | -10.6% | -1.2% |
| YTD | +32.7% | +25.5% | +7.2% | +14.6% |
| 1Y | +36.4% | +29.1% | +7.3% | +15.4% |
| 3Y | +259.3% | +31.7% | +227.6% | +189.7% |
| 5Y | +262.7% | -35.2% | +297.9% | +327.8% |
| All | +973.2% | -20.3% | +993.5% | +1,005.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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