+569.1%
RMBS vs THC
+1,002.8%
-433.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | +0.2% |
| 7D | +3.5% | +4.1% | -0.6% | +2.7% |
| 30D | -8.6% | +3.5% | -12.1% | -9.2% |
| 3M | -40.3% | +61.7% | -102.1% | -45.9% |
| 6M | -1.0% | +11.8% | -12.8% | -4.1% |
| YTD | -4.6% | +35.4% | -40.0% | -11.7% |
| 1Y | +17.6% | +37.0% | -19.4% | +8.4% |
| 3Y | +58.6% | +260.1% | -201.4% | +20.2% |
| 5Y | +270.9% | +262.6% | +8.3% | +172.9% |
| 10Y | +569.1% | +1,039.2% | -470.1% | +284.8% |
| All | +569.1% | +1,002.8% | -433.7% | +284.8% |
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 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