+1,514.2%
RF vs THC
+508.9%
+1,005.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +1.3% | -0.7% | +2.0% | +1.4% |
| 30D | -3.6% | +1.3% | -4.9% | -3.9% |
| 3M | +8.1% | +64.2% | -56.2% | -3.6% |
| 6M | +11.5% | +8.3% | +3.2% | +8.4% |
| YTD | +15.6% | +33.4% | -17.8% | +6.9% |
| 1Y | +15.7% | +37.7% | -22.0% | +5.7% |
| 3Y | +86.9% | +236.8% | -149.9% | +36.2% |
| 5Y | +89.8% | +249.3% | -159.4% | +31.8% |
| 10Y | +344.7% | +995.2% | -650.6% | +110.9% |
| All | +1,514.2% | +508.9% | +1,005.3% | +495.0% |
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 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