+310.3%
THC vs ITOT
+875.1%
-564.8%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | +1.0% | +2.5% | -1.5% | -2.2% |
| 30D | +5.3% | -1.7% | +7.0% | +7.4% |
| 3M | +7.1% | -3.4% | +10.5% | +11.4% |
| 6M | +46.0% | +2.1% | +43.9% | +40.8% |
| YTD | +43.9% | +11.5% | +32.4% | +23.4% |
| 1Y | +45.4% | +13.6% | +31.8% | +21.9% |
| 3Y | +421.3% | +77.2% | +344.1% | +142.0% |
| 5Y | +261.5% | +64.4% | +197.1% | +88.0% |
| 10Y | +1,865.8% | +288.6% | +1,577.2% | +287.9% |
| All | +310.3% | +875.1% | -564.8% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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