+238.6%
RDW vs THC
+250.7%
-12.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.0% |
| 7D | +4.8% | 0.0% | +4.8% | +4.7% |
| 30D | -19.5% | +1.5% | -21.1% | -19.9% |
| 3M | -26.9% | +59.9% | -86.8% | -36.1% |
| 6M | +17.8% | +11.0% | +6.8% | +14.7% |
| YTD | +43.0% | +32.6% | +10.4% | +30.5% |
| 1Y | +32.1% | +37.4% | -5.3% | +19.1% |
| All | +238.6% | +250.7% | -12.1% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling