+259.7%
RMBS vs THC
+256.0%
+3.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -0.3% | -0.7% | +0.3% | -0.2% |
| 30D | -12.2% | +1.3% | -13.4% | -12.5% |
| 3M | -49.5% | +64.2% | -113.8% | -55.8% |
| 6M | -7.1% | +8.3% | -15.4% | -9.5% |
| YTD | -7.0% | +33.4% | -40.4% | -15.5% |
| 1Y | +13.3% | +37.7% | -24.3% | +1.7% |
| 3Y | +49.2% | +236.8% | -187.5% | +0.3% |
| All | +259.7% | +256.0% | +3.7% | +135.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling