-40.5%
RIG vs THC
+957.7%
-998.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.0% |
| 7D | +0.9% | -0.7% | +1.5% | +1.0% |
| 30D | +13.8% | +1.3% | +12.5% | +13.3% |
| 3M | -6.4% | +64.2% | -70.6% | -18.1% |
| 6M | -8.2% | +8.3% | -16.4% | -11.5% |
| YTD | +41.6% | +33.4% | +8.3% | +29.4% |
| 1Y | +88.7% | +37.7% | +51.0% | +70.4% |
| 3Y | -30.9% | +236.8% | -267.6% | -51.8% |
| 5Y | +57.7% | +249.3% | -191.6% | +3.9% |
| 10Y | -39.3% | +995.2% | -1,034.5% | -71.1% |
| All | -40.5% | +957.7% | -998.2% | -77.4% |
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