+534.0%
RMBS vs THC
+1,813.2%
-1,279.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | +10.3% | +1.0% | +9.4% | +10.2% |
| 30D | -10.7% | +5.3% | -16.0% | -11.6% |
| 3M | -17.2% | +7.1% | -24.3% | -18.5% |
| 6M | -39.0% | +46.0% | -85.1% | -44.1% |
| YTD | -10.5% | +43.9% | -54.4% | -18.5% |
| 1Y | -11.0% | +45.4% | -56.4% | -19.2% |
| 3Y | +31.3% | +421.3% | -389.9% | -8.1% |
| 5Y | +242.8% | +261.5% | -18.7% | +148.9% |
| All | +534.0% | +1,813.2% | -1,279.2% | +235.9% |
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 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