+640.5%
RIOT vs THC
+890.5%
-250.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.8% |
| 7D | +20.8% | +0.1% | +20.7% | +20.7% |
| 30D | +7.0% | +7.5% | -0.5% | +4.7% |
| 3M | -12.3% | +7.5% | -19.8% | -14.4% |
| 6M | -27.3% | +46.4% | -73.7% | -36.8% |
| YTD | +40.7% | +44.4% | -3.6% | +22.1% |
| 1Y | +15.3% | +43.4% | -28.1% | +0.3% |
| 3Y | +72.1% | +433.3% | -361.2% | -5.7% |
| 5Y | -59.7% | +262.5% | -322.2% | -75.3% |
| 10Y | +651.6% | +1,871.5% | -1,219.9% | +156.5% |
| All | +640.5% | +890.5% | -250.0% | +239.1% |
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