+1,800.1%
THC vs IRM
+480.4%
+1,319.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.1% | -0.2% |
| 7D | +7.5% | -3.8% | +11.2% | +9.3% |
| 30D | +9.6% | -3.2% | +12.8% | +10.8% |
| 3M | +10.3% | -7.8% | +18.0% | +14.0% |
| 6M | +51.8% | -12.7% | +64.5% | +60.5% |
| YTD | +45.4% | +36.7% | +8.7% | +15.4% |
| 1Y | +40.8% | +10.0% | +30.8% | +26.8% |
| 3Y | +448.8% | +107.2% | +341.6% | +207.4% |
| 5Y | +263.4% | +181.6% | +81.8% | +62.9% |
| 10Y | +1,800.1% | +481.1% | +1,318.9% | +423.6% |
| All | +1,800.1% | +480.4% | +1,319.6% | +423.6% |
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