+362.5%
THC vs IRM
+9,964.6%
-9,602.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | 0.0% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | +1.3% | -8.1% | +9.3% | +4.1% |
| 3M | +64.2% | -9.7% | +73.9% | +69.3% |
| 6M | +8.3% | +10.0% | -1.7% | +3.6% |
| YTD | +33.4% | +43.0% | -9.6% | +16.1% |
| 1Y | +37.7% | +32.7% | +5.0% | +22.3% |
| 3Y | +236.8% | +102.7% | +134.1% | +154.6% |
| 5Y | +249.3% | +187.6% | +61.7% | +135.2% |
| 10Y | +995.2% | +420.1% | +575.1% | +511.7% |
| All | +362.5% | +9,964.6% | -9,602.1% | +78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling