-1.4%
RMD vs THC
+46.1%
-47.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +9.6% | -3.7% | +4.4% |
| 7D | -3.9% | +8.8% | -12.7% | -5.1% |
| 30D | +7.9% | +12.6% | -4.7% | +6.0% |
| 3M | +8.1% | +15.4% | -7.3% | +5.7% |
| 6M | +15.5% | +57.7% | -42.2% | +8.5% |
| YTD | +0.7% | +47.1% | -46.4% | -4.5% |
| 1Y | -1.4% | +40.7% | -42.0% | -6.1% |
| All | -1.4% | +46.1% | -47.5% | -6.1% |
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 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