+42,387.6%
RMD vs THC
+544.2%
+41,843.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | +2.3% | +3.7% | -1.4% | +1.9% |
| 30D | +4.1% | +9.0% | -4.9% | +3.1% |
| 3M | +5.7% | +10.4% | -4.7% | +4.4% |
| 6M | +12.9% | +45.7% | -32.8% | +7.8% |
| YTD | -1.5% | +42.6% | -44.1% | -6.1% |
| 1Y | -4.8% | +38.8% | -43.5% | -9.0% |
| 3Y | +57.5% | +418.8% | -361.3% | +27.7% |
| 5Y | -5.5% | +275.7% | -281.2% | -22.1% |
| 10Y | +357.8% | +1,496.2% | -1,138.4% | +192.1% |
| All | +42,387.6% | +544.2% | +41,843.4% | +23,950.5% |
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