+256.5%
THC vs IRM
+187.5%
+69.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +1.0% | +6.8% | -5.8% | -2.0% |
| 30D | +5.3% | +2.6% | +2.7% | +3.6% |
| 3M | +7.1% | -9.5% | +16.6% | +11.1% |
| 6M | +46.0% | -8.5% | +54.5% | +49.8% |
| YTD | +43.9% | +40.3% | +3.7% | +16.2% |
| 1Y | +45.4% | +28.7% | +16.8% | +22.6% |
| 3Y | +421.3% | +111.8% | +309.5% | +187.6% |
| All | +256.5% | +187.5% | +69.0% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling