-33.3%
ROL vs THC
+51.2%
-84.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.3% |
| 7D | +3.4% | +8.8% | -5.4% | +2.9% |
| 30D | +20.8% | +10.0% | +10.7% | +20.1% |
| 3M | +3.7% | +11.7% | -7.9% | +3.1% |
| 6M | -27.7% | +52.5% | -80.1% | -28.6% |
| YTD | -34.9% | +46.1% | -81.0% | -35.9% |
| 1Y | -33.3% | +49.1% | -82.4% | -34.4% |
| All | -33.3% | +51.2% | -84.5% | -34.4% |
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