+40.0%
THC vs IRE
-97.2%
+137.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +39.6% | -40.7% | -1.0% |
| 7D | +3.7% | -27.2% | +30.9% | +3.7% |
| 30D | +9.0% | -75.1% | +84.2% | +9.3% |
| 3M | +10.4% | -77.9% | +88.3% | +10.6% |
| 6M | +45.7% | -94.6% | +140.2% | +49.2% |
| YTD | +42.6% | -91.5% | +134.1% | +38.3% |
| 1Y | +38.8% | -97.8% | +136.6% | +39.8% |
| All | +40.0% | -97.2% | +137.3% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling