+31.0%
THC vs IRE
-84.4%
+115.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +14.0% | -13.4% | +0.5% |
| 7D | -0.7% | +54.8% | -55.4% | -0.8% |
| 30D | +1.3% | +18.4% | -17.1% | +1.1% |
| 3M | +64.2% | -66.7% | +131.0% | +67.8% |
| 6M | +8.3% | -52.3% | +60.6% | +8.0% |
| YTD | +33.4% | -52.3% | +85.7% | +28.9% |
| All | +31.0% | -84.4% | +115.4% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling