+73.7%
RIO vs THC
+40.9%
+32.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | 0.0% | -0.7% | +0.6% | 0.0% |
| 30D | +4.0% | +1.3% | +2.7% | +3.9% |
| 3M | +0.1% | +64.2% | -64.1% | -1.5% |
| 6M | +12.7% | +8.3% | +4.4% | +11.8% |
| YTD | +35.6% | +33.4% | +2.2% | +34.0% |
| 1Y | +73.7% | +37.7% | +36.0% | +71.7% |
| All | +73.7% | +40.9% | +32.8% | +71.7% |
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