+51.8%
RIO vs THC
+425.2%
-373.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.8% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -10.5% | +7.5% | -18.0% | -11.1% |
| 3M | -15.9% | +7.5% | -23.4% | -16.5% |
| 6M | -22.3% | +46.4% | -68.7% | -25.1% |
| YTD | +9.3% | +44.4% | -35.0% | +5.1% |
| 1Y | +23.0% | +43.4% | -20.4% | +18.3% |
| All | +51.8% | +425.2% | -373.4% | +15.3% |
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 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