+471.6%
RIOT vs THC
+1,021.1%
-549.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.1% | -3.0% | -4.5% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +3.5% | +1.5% | +2.0% | +2.8% |
| 3M | -13.0% | +59.9% | -72.9% | -26.2% |
| 6M | +43.1% | +11.0% | +32.1% | +36.1% |
| YTD | +65.4% | +32.6% | +32.8% | +47.4% |
| 1Y | +27.7% | +37.4% | -9.6% | +12.4% |
| 3Y | +91.3% | +252.5% | -161.2% | +20.3% |
| 5Y | -29.3% | +262.3% | -291.6% | -56.5% |
| All | +471.6% | +1,021.1% | -549.5% | +159.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling