-45.9%
RIG vs THC
+1,044.7%
-1,090.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | -5.8% | +7.5% | -13.3% | -7.8% |
| 3M | -6.7% | +7.5% | -14.2% | -8.9% |
| 6M | -18.7% | +46.4% | -65.1% | -27.2% |
| YTD | +28.8% | +44.4% | -15.5% | +14.8% |
| 1Y | +28.8% | +43.4% | -14.6% | +14.9% |
| 3Y | -20.0% | +433.3% | -453.3% | -50.3% |
| 5Y | +56.0% | +262.5% | -206.5% | +2.1% |
| 10Y | -48.7% | +1,871.5% | -1,920.2% | -77.9% |
| All | -45.9% | +1,044.7% | -1,090.6% | -79.9% |
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