+48.4%
THC vs IRM
+10.0%
+38.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.1% | +1.5% |
| 7D | +7.5% | -3.8% | +11.2% | +8.0% |
| 30D | +9.6% | -3.2% | +12.8% | +9.9% |
| 3M | +10.3% | -7.8% | +18.0% | +11.1% |
| 6M | +51.8% | -12.7% | +64.5% | +53.9% |
| YTD | +45.4% | +36.7% | +8.7% | +37.6% |
| All | +48.4% | +10.0% | +38.4% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling