-34.4%
ROL vs THC
+35.6%
-70.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.0% |
| 7D | +9.5% | +3.7% | +5.8% | +9.2% |
| 30D | +22.9% | +9.0% | +13.9% | +22.4% |
| 3M | +3.5% | +10.4% | -6.9% | +3.1% |
| 6M | -29.4% | +45.7% | -75.1% | -30.1% |
| YTD | -36.1% | +42.6% | -78.6% | -36.9% |
| 1Y | -34.4% | +38.8% | -73.1% | -35.0% |
| All | -34.4% | +35.6% | -70.0% | -35.0% |
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