-37.7%
RBLX vs THC
+389.3%
-427.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.2% |
| 7D | +12.4% | -0.7% | +13.1% | +12.6% |
| 30D | +19.7% | +1.3% | +18.4% | +19.1% |
| 3M | -0.1% | +64.2% | -64.3% | -14.4% |
| 6M | -35.7% | +8.3% | -44.0% | -38.0% |
| YTD | -46.6% | +33.4% | -79.9% | -52.2% |
| 1Y | -66.6% | +37.7% | -104.3% | -70.7% |
| 3Y | +52.3% | +236.8% | -184.5% | -9.6% |
| 5Y | -47.7% | +249.3% | -297.0% | -72.6% |
| All | -37.7% | +389.3% | -427.0% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling