+805.4%
RIOT vs THC
+815.2%
-9.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +2.9% |
| 7D | +14.8% | -0.7% | +15.5% | +15.0% |
| 30D | +1.4% | +1.3% | +0.1% | +0.8% |
| 3M | -20.6% | +64.2% | -84.9% | -33.3% |
| 6M | +31.9% | +8.3% | +23.6% | +26.5% |
| YTD | +72.1% | +33.4% | +38.7% | +53.0% |
| 1Y | +65.7% | +37.7% | +28.0% | +45.5% |
| 3Y | +97.5% | +236.8% | -139.3% | +25.2% |
| 5Y | -36.7% | +249.3% | -285.9% | -60.9% |
| 10Y | +550.1% | +995.2% | -445.1% | +176.1% |
| All | +805.4% | +815.2% | -9.8% | +324.9% |
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