-11.0%
RMBS vs THC
+43.7%
-54.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.3% |
| 7D | +10.3% | +1.0% | +9.4% | +10.6% |
| 30D | -10.7% | +5.3% | -16.0% | -9.2% |
| 3M | -17.2% | +7.1% | -24.3% | -15.2% |
| 6M | -39.0% | +46.0% | -85.1% | -29.9% |
| YTD | -10.5% | +43.9% | -54.4% | +4.6% |
| 1Y | -11.0% | +45.4% | -56.4% | +3.6% |
| All | -11.0% | +43.7% | -54.7% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling