+36.1%
RMBS vs THC
+428.0%
-391.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.0% | +6.3% | +8.1% |
| 7D | -3.9% | +7.5% | -11.4% | -4.8% |
| 30D | -24.9% | +9.6% | -34.4% | -25.8% |
| 3M | -20.5% | +10.3% | -30.7% | -21.6% |
| 6M | -37.5% | +51.8% | -89.3% | -42.4% |
| YTD | -12.1% | +45.4% | -57.6% | -19.3% |
| 1Y | -25.0% | +40.8% | -65.8% | -30.6% |
| 3Y | +36.1% | +448.8% | -412.7% | -27.9% |
| All | +36.1% | +428.0% | -391.8% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling