+99.6%
RIO vs THC
+248.0%
-148.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.8% |
| 7D | +1.9% | -2.6% | +4.5% | +2.2% |
| 30D | +5.0% | -1.2% | +6.1% | +5.1% |
| 3M | +5.1% | +58.9% | -53.8% | -1.1% |
| 6M | +17.6% | +9.3% | +8.3% | +15.8% |
| YTD | +36.3% | +30.4% | +5.9% | +30.8% |
| 1Y | +71.2% | +34.6% | +36.6% | +63.0% |
| 3Y | +102.7% | +246.7% | -144.0% | +63.7% |
| 5Y | +99.6% | +244.5% | -145.0% | +59.7% |
| All | +99.6% | +248.0% | -148.4% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling