+254.0%
THC vs IRM
+189.3%
+64.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.2% |
| 7D | -0.7% | -0.5% | -0.2% | -0.4% |
| 30D | +1.3% | -8.1% | +9.3% | +5.2% |
| 3M | +64.2% | -9.7% | +73.9% | +71.3% |
| 6M | +8.3% | +10.0% | -1.7% | +1.0% |
| YTD | +33.4% | +43.0% | -9.6% | +7.1% |
| 1Y | +37.7% | +32.7% | +5.0% | +13.8% |
| 3Y | +236.8% | +102.7% | +134.1% | +92.2% |
| All | +254.0% | +189.3% | +64.6% | +55.8% |
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