+7.9%
RDW vs THC
+467.6%
-459.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.3% | +8.9% | +7.2% |
| 7D | +9.5% | -2.6% | +12.0% | +10.1% |
| 30D | -17.4% | -1.2% | -16.2% | -17.2% |
| 3M | -39.5% | +58.9% | -98.4% | -48.1% |
| 6M | +31.3% | +9.3% | +22.0% | +26.2% |
| YTD | +47.8% | +30.4% | +17.4% | +33.0% |
| 1Y | +33.8% | +34.6% | -0.7% | +19.1% |
| 3Y | +262.3% | +246.7% | +15.6% | +130.2% |
| 5Y | -5.7% | +244.5% | -250.2% | -42.2% |
| All | +7.9% | +467.6% | -459.7% | -40.1% |
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