+52.8%
RMD vs THC
+238.5%
-185.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -5.0% | -0.7% | -4.3% | -4.9% |
| 30D | +2.2% | +1.3% | +1.0% | +2.0% |
| 3M | +17.8% | +64.2% | -46.4% | +10.1% |
| 6M | -11.3% | +8.3% | -19.6% | -13.1% |
| YTD | -4.4% | +33.4% | -37.8% | -8.8% |
| 1Y | -15.7% | +37.7% | -53.4% | -20.1% |
| All | +52.8% | +238.5% | -185.6% | +10.1% |
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 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