-48.9%
RBLX vs THC
+254.2%
-303.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.4% |
| 7D | +8.1% | 0.0% | +8.1% | +8.0% |
| 30D | +23.9% | +1.5% | +22.4% | +23.1% |
| 3M | +8.1% | +59.9% | -51.8% | -7.1% |
| 6M | -23.7% | +11.0% | -34.7% | -27.1% |
| YTD | -44.6% | +32.6% | -77.2% | -50.6% |
| 1Y | -66.2% | +37.4% | -103.6% | -70.5% |
| 3Y | +54.7% | +252.5% | -197.8% | -13.1% |
| 5Y | -48.9% | +262.3% | -311.3% | -75.6% |
| All | -48.9% | +254.2% | -303.1% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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