+108.5%
RF vs THC
+413.3%
-304.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -0.9% | +3.7% | -4.6% | -1.5% |
| 30D | +6.0% | +9.0% | -3.0% | +4.6% |
| 3M | -8.9% | +10.4% | -19.3% | -10.3% |
| 6M | +2.3% | +45.7% | -43.3% | -3.7% |
| YTD | +7.6% | +42.6% | -35.0% | +1.1% |
| 1Y | +21.2% | +38.8% | -17.6% | +14.2% |
| 3Y | +108.5% | +418.8% | -310.3% | +21.7% |
| All | +108.5% | +413.3% | -304.7% | +21.7% |
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 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