+88.7%
RIG vs THC
+40.9%
+47.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.9% |
| 7D | +0.9% | -0.7% | +1.5% | +0.9% |
| 30D | +13.8% | +1.3% | +12.5% | +13.6% |
| 3M | -6.4% | +64.2% | -70.6% | -13.2% |
| 6M | -8.2% | +8.3% | -16.4% | -5.8% |
| YTD | +41.6% | +33.4% | +8.3% | +36.2% |
| 1Y | +88.7% | +37.7% | +51.0% | +82.1% |
| All | +88.7% | +40.9% | +47.8% | +82.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling