+2.2%
ROP vs THC
+258.4%
-256.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +0.7% | +1.0% | -0.2% | +0.6% |
| 30D | +28.8% | +5.3% | +23.5% | +27.9% |
| 3M | +21.1% | +7.1% | +13.9% | +19.8% |
| 6M | +52.5% | +46.0% | +6.5% | +44.5% |
| YTD | +8.9% | +43.9% | -35.1% | +2.7% |
| 1Y | +8.2% | +45.4% | -37.2% | +1.8% |
| 3Y | -5.2% | +421.3% | -426.4% | -29.3% |
| All | +2.2% | +258.4% | -256.2% | -21.5% |
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