-18.7%
RMBS vs THC
+49.8%
-68.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.9% |
| 7D | +3.0% | +0.2% | +2.7% | +2.9% |
| 30D | -15.5% | +9.0% | -24.5% | -13.3% |
| 3M | -11.5% | +12.9% | -24.4% | -8.1% |
| 6M | -36.5% | +52.8% | -89.4% | -27.0% |
| YTD | -7.1% | +47.4% | -54.5% | +8.4% |
| 1Y | -18.7% | +47.7% | -66.4% | -5.4% |
| All | -18.7% | +49.8% | -68.5% | -5.4% |
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