+950.1%
THC vs IRM
+407.3%
+542.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.9% |
| 7D | -2.6% | +1.6% | -4.2% | -3.4% |
| 30D | -1.2% | -4.2% | +3.0% | +1.0% |
| 3M | +58.9% | -5.4% | +64.3% | +62.7% |
| 6M | +9.3% | +12.0% | -2.7% | -0.4% |
| YTD | +30.4% | +42.0% | -11.7% | +1.6% |
| 1Y | +34.6% | +29.9% | +4.7% | +9.5% |
| 3Y | +246.7% | +104.4% | +142.3% | +95.4% |
| 5Y | +244.5% | +191.0% | +53.5% | +49.6% |
| 10Y | +950.1% | +417.1% | +533.0% | +178.3% |
| All | +950.1% | +407.3% | +542.8% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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