+140.9%
ROP vs THC
+1,000.2%
-859.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.6% |
| 7D | -4.4% | -0.7% | -3.8% | -4.4% |
| 30D | +3.2% | +1.3% | +2.0% | +3.0% |
| 3M | +23.1% | +64.2% | -41.2% | +16.3% |
| 6M | +13.3% | +8.3% | +5.0% | +11.8% |
| YTD | -7.9% | +33.4% | -41.2% | -11.4% |
| 1Y | -22.1% | +37.7% | -59.7% | -25.6% |
| 3Y | -16.8% | +236.8% | -253.6% | -29.5% |
| 5Y | -13.5% | +249.3% | -262.8% | -28.9% |
| All | +140.9% | +1,000.2% | -859.3% | +72.1% |
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