+1,649.1%
THC vs IRM
+524.5%
+1,124.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -3.1% |
| 7D | +0.1% | +8.6% | -8.5% | -4.4% |
| 30D | +7.5% | 0.0% | +7.5% | +6.7% |
| 3M | +7.5% | -7.1% | +14.7% | +10.7% |
| 6M | +46.4% | -7.9% | +54.3% | +50.3% |
| YTD | +44.4% | +41.3% | +3.1% | +12.5% |
| 1Y | +43.4% | +20.7% | +22.7% | +22.3% |
| 3Y | +433.3% | +112.2% | +321.1% | +195.6% |
| 5Y | +262.5% | +191.2% | +71.3% | +59.9% |
| All | +1,649.1% | +524.5% | +1,124.6% | +391.7% |
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