-4.4%
RMD vs THC
+258.4%
-262.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.0% |
| 3M | +6.2% | +7.1% | -0.9% | +4.7% |
| 6M | +19.4% | +46.0% | -26.7% | +10.5% |
| YTD | +0.5% | +43.9% | -43.4% | -7.3% |
| 1Y | -3.9% | +45.4% | -49.4% | -11.7% |
| 3Y | +72.5% | +421.3% | -348.7% | +13.5% |
| All | -4.4% | +258.4% | -262.7% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling