+1,354.4%
THC vs INVH
+75.4%
+1,279.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.5% | -3.0% | +2.5% | +1.6% |
| 30D | -1.2% | -7.5% | +6.4% | +4.3% |
| 3M | +52.3% | -5.5% | +57.8% | +58.1% |
| 6M | +12.4% | +11.7% | +0.7% | +2.9% |
| YTD | +32.7% | +1.3% | +31.4% | +29.3% |
| 1Y | +36.4% | -6.1% | +42.4% | +40.0% |
| 3Y | +259.3% | -9.8% | +269.1% | +267.8% |
| 5Y | +262.7% | -19.7% | +282.3% | +302.1% |
| All | +1,354.4% | +75.4% | +1,279.1% | +801.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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