+13.6%
ROL vs THC
+274.4%
-260.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.0% |
| 7D | +9.5% | +3.7% | +5.8% | +9.0% |
| 30D | +22.9% | +9.0% | +13.9% | +21.6% |
| 3M | +3.5% | +10.4% | -6.9% | +2.2% |
| 6M | -29.4% | +45.7% | -75.1% | -32.9% |
| YTD | -36.1% | +42.6% | -78.6% | -39.3% |
| 1Y | -34.4% | +38.8% | -73.1% | -37.6% |
| 3Y | +4.0% | +418.8% | -414.8% | -20.4% |
| All | +13.6% | +274.4% | -260.8% | -11.2% |
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