-6.1%
RDW vs THC
+258.1%
-264.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -46.4% |
| 6M | +12.3% | +12.4% | -0.1% | +6.6% |
| YTD | +39.7% | +32.7% | +7.0% | +24.2% |
| 1Y | +25.7% | +36.4% | -10.7% | +10.6% |
| 3Y | +230.8% | +259.3% | -28.5% | +99.2% |
| All | -6.1% | +258.1% | -264.2% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling