+72.5%
RMD vs THC
+423.7%
-351.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +2.1% | +1.0% | +1.1% | +1.9% |
| 30D | +2.1% | +5.3% | -3.2% | +1.3% |
| 3M | +6.2% | +7.1% | -0.9% | +5.2% |
| 6M | +19.4% | +46.0% | -26.7% | +13.3% |
| YTD | +0.5% | +43.9% | -43.4% | -4.6% |
| 1Y | -3.9% | +45.4% | -49.4% | -9.1% |
| 3Y | +72.5% | +421.3% | -348.7% | +30.9% |
| All | +72.5% | +423.7% | -351.1% | +30.9% |
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