+2.0%
RDW vs THC
+477.8%
-475.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +0.9% | -0.5% | +1.4% | +0.9% |
| 30D | -21.3% | -1.2% | -20.1% | -21.2% |
| 3M | -37.9% | +52.3% | -90.1% | -46.0% |
| 6M | +12.3% | +12.4% | -0.1% | +6.8% |
| YTD | +39.7% | +32.7% | +7.0% | +25.1% |
| 1Y | +25.7% | +36.4% | -10.7% | +11.5% |
| 3Y | +230.8% | +259.3% | -28.5% | +108.0% |
| 5Y | -8.8% | +262.7% | -271.4% | -44.5% |
| All | +2.0% | +477.8% | -475.7% | -43.7% |
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