+30.8%
RIO vs THC
+46.1%
-15.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.6% | -6.0% | +3.2% |
| 7D | -1.6% | +8.8% | -10.4% | -2.0% |
| 30D | -11.6% | +12.6% | -24.2% | -12.1% |
| 3M | -12.7% | +15.4% | -28.1% | -13.2% |
| 6M | -12.4% | +57.7% | -70.1% | -14.2% |
| YTD | +11.0% | +47.1% | -36.1% | +8.8% |
| 1Y | +30.8% | +40.7% | -9.8% | +28.3% |
| All | +30.8% | +46.1% | -15.3% | +28.3% |
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