+41.6%
THC vs IRE
-98.0%
+139.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -33.9% | +32.0% | -2.0% |
| 7D | +5.9% | -57.1% | +63.0% | +5.8% |
| 30D | +10.8% | -84.4% | +95.3% | +11.1% |
| 3M | +9.4% | -85.0% | +94.4% | +9.6% |
| 6M | +53.3% | -95.2% | +148.5% | +55.7% |
| YTD | +44.2% | -93.9% | +138.1% | +39.7% |
| 1Y | +37.3% | -98.8% | +136.1% | +39.4% |
| All | +41.6% | -98.0% | +139.6% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling