+5,669.9%
RCL vs THC
+1,352.3%
+4,317.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.7% |
| 7D | +6.5% | +3.7% | +2.8% | +5.5% |
| 30D | +15.9% | +9.0% | +6.8% | +13.2% |
| 3M | +2.7% | +10.4% | -7.7% | -0.2% |
| 6M | +15.2% | +45.7% | -30.4% | +3.5% |
| YTD | +19.2% | +42.6% | -23.3% | +6.9% |
| 1Y | +31.6% | +38.8% | -7.2% | +18.3% |
| 3Y | +274.2% | +418.8% | -144.6% | +132.4% |
| 5Y | +250.1% | +275.7% | -25.6% | +128.5% |
| 10Y | +388.4% | +1,496.2% | -1,107.8% | +106.5% |
| All | +5,669.9% | +1,352.3% | +4,317.6% | +1,901.4% |
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