+561.2%
RMBS vs THC
+1,879.5%
-1,318.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.5% |
| 7D | +3.0% | +0.2% | +2.7% | +3.0% |
| 30D | -15.5% | +9.0% | -24.5% | -16.9% |
| 3M | -11.5% | +12.9% | -24.4% | -13.6% |
| 6M | -36.5% | +52.8% | -89.4% | -42.3% |
| YTD | -7.1% | +47.4% | -54.5% | -15.7% |
| 1Y | -18.7% | +47.7% | -66.4% | -26.3% |
| 3Y | +36.2% | +444.7% | -408.5% | -5.3% |
| 5Y | +252.0% | +269.3% | -17.3% | +155.0% |
| 10Y | +561.2% | +1,913.5% | -1,352.3% | +249.0% |
| All | +561.2% | +1,879.5% | -1,318.3% | +249.0% |
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