+183.6%
ROP vs THC
+1,325.8%
-1,142.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.3% |
| 7D | -1.6% | +7.5% | -9.1% | -2.5% |
| 30D | +29.5% | +9.6% | +20.0% | +28.2% |
| 3M | +17.5% | +10.3% | +7.3% | +16.1% |
| 6M | +38.1% | +51.8% | -13.7% | +31.1% |
| YTD | +7.0% | +45.4% | -38.5% | +1.6% |
| 1Y | +6.5% | +40.8% | -34.3% | +1.4% |
| 3Y | -5.5% | +448.8% | -454.3% | -24.8% |
| 5Y | -0.4% | +263.4% | -263.8% | -19.0% |
| 10Y | +183.6% | +1,800.1% | -1,616.5% | +89.0% |
| All | +183.6% | +1,325.8% | -1,142.2% | +89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling