+1,030.0%
RMBS vs THC
+264.9%
+765.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -0.3% | -0.7% | +0.3% | -0.3% |
| 30D | -12.2% | +1.3% | -13.4% | -12.4% |
| 3M | -49.5% | +64.2% | -113.8% | -54.2% |
| 6M | -7.1% | +8.3% | -15.4% | -9.6% |
| YTD | -7.0% | +33.4% | -40.4% | -13.4% |
| 1Y | +13.3% | +37.7% | -24.3% | +4.8% |
| 3Y | +49.2% | +236.8% | -187.5% | +16.5% |
| 5Y | +250.0% | +249.3% | +0.7% | +164.0% |
| 10Y | +495.1% | +995.2% | -500.1% | +223.8% |
| All | +1,030.0% | +264.9% | +765.1% | +426.7% |
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