+967.9%
RMBS vs THC
+299.6%
+668.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -8.4% | +8.8% | -17.3% | -9.8% |
| 30D | -24.9% | +10.0% | -34.9% | -26.2% |
| 3M | -15.8% | +11.7% | -27.5% | -17.6% |
| 6M | -37.5% | +52.5% | -90.0% | -42.8% |
| YTD | -12.1% | +46.1% | -58.2% | -19.6% |
| 1Y | -27.0% | +49.1% | -76.1% | -33.5% |
| 3Y | +28.8% | +439.6% | -410.8% | -7.2% |
| 5Y | +236.2% | +263.2% | -26.9% | +151.9% |
| 10Y | +546.6% | +1,900.5% | -1,353.9% | +221.7% |
| All | +967.9% | +299.6% | +668.3% | +389.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling