+272.5%
RF vs THC
+1,421.6%
-1,149.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -0.9% | +3.7% | -4.6% | -1.9% |
| 30D | +6.0% | +9.0% | -3.0% | +3.6% |
| 3M | -8.9% | +10.4% | -19.3% | -11.4% |
| 6M | +2.3% | +45.7% | -43.3% | -8.0% |
| YTD | +7.6% | +42.6% | -35.0% | -3.7% |
| 1Y | +21.2% | +38.8% | -17.6% | +8.9% |
| 3Y | +108.5% | +418.8% | -310.3% | +26.9% |
| 5Y | +43.2% | +275.7% | -232.4% | -9.8% |
| All | +272.5% | +1,421.6% | -1,149.2% | +60.1% |
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 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