+331.9%
RCL vs THC
+1,813.2%
-1,481.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.2% | +1.0% | -2.1% | -1.5% |
| 30D | +17.8% | +5.3% | +12.5% | +15.5% |
| 3M | +4.9% | +7.1% | -2.2% | +1.8% |
| 6M | +23.7% | +46.0% | -22.3% | +5.4% |
| YTD | +17.8% | +43.9% | -26.1% | -0.5% |
| 1Y | +28.9% | +45.4% | -16.5% | +7.8% |
| 3Y | +241.9% | +421.3% | -179.4% | +62.0% |
| 5Y | +295.4% | +261.5% | +33.9% | +104.0% |
| All | +331.9% | +1,813.2% | -1,481.3% | +22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling