-29.6%
RIG vs THC
+253.4%
-283.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.7% | -1.2% |
| 7D | -2.7% | -2.6% | -0.2% | -2.4% |
| 30D | +9.5% | -1.2% | +10.7% | +9.6% |
| 3M | -6.6% | +58.9% | -65.6% | -14.1% |
| 6M | -2.9% | +9.3% | -12.2% | -4.4% |
| YTD | +39.5% | +30.4% | +9.1% | +32.2% |
| 1Y | +82.3% | +34.6% | +47.7% | +71.3% |
| 3Y | -29.6% | +246.7% | -276.2% | -50.6% |
| All | -29.6% | +253.4% | -283.0% | -50.6% |
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