+5,073.9%
RIO vs THC
+540.3%
+4,533.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +2.9% |
| 7D | +4.4% | +7.5% | -3.1% | +3.2% |
| 30D | -8.9% | +9.6% | -18.4% | -10.2% |
| 3M | -12.7% | +10.3% | -22.9% | -14.2% |
| 6M | -16.2% | +51.8% | -68.0% | -22.2% |
| YTD | +13.4% | +45.4% | -32.0% | +5.5% |
| 1Y | +30.9% | +40.8% | -9.9% | +22.1% |
| 3Y | +60.2% | +448.8% | -388.6% | +17.1% |
| 5Y | +98.9% | +263.4% | -164.5% | +50.1% |
| 10Y | +381.4% | +1,800.1% | -1,418.6% | +140.9% |
| All | +5,073.9% | +540.3% | +4,533.6% | +2,093.8% |
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