-45.7%
RDDT vs THC
+46.1%
-91.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +9.6% | -3.6% | +5.7% |
| 7D | -24.4% | +8.8% | -33.2% | -24.6% |
| 30D | -32.3% | +12.6% | -44.9% | -32.5% |
| 3M | -36.3% | +15.4% | -51.7% | -36.6% |
| 6M | -39.7% | +57.7% | -97.4% | -41.0% |
| YTD | -55.7% | +47.1% | -102.7% | -56.5% |
| 1Y | -45.7% | +40.7% | -86.4% | -45.8% |
| All | -45.7% | +46.1% | -91.9% | -45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling