+17.6%
RMBS vs THC
+40.1%
-22.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | +1.6% |
| 7D | +3.5% | +4.1% | -0.6% | +4.3% |
| 30D | -8.6% | +3.5% | -12.1% | -7.9% |
| 3M | -40.3% | +61.7% | -102.1% | -35.4% |
| 6M | -1.0% | +11.8% | -12.8% | +6.0% |
| YTD | -4.6% | +35.4% | -40.0% | +4.2% |
| 1Y | +17.6% | +37.0% | -19.4% | +32.1% |
| All | +17.6% | +40.1% | -22.5% | +32.1% |
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