+448.0%
RSG vs THC
+1,813.2%
-1,365.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +2.5% | +1.0% | +1.5% | +2.4% |
| 30D | +12.7% | +5.3% | +7.4% | +12.1% |
| 3M | +17.9% | +7.1% | +10.8% | +17.1% |
| 6M | +25.0% | +46.0% | -21.1% | +20.1% |
| YTD | +20.8% | +43.9% | -23.1% | +15.9% |
| 1Y | +24.3% | +45.4% | -21.2% | +18.9% |
| 3Y | +65.3% | +421.3% | -356.0% | +37.2% |
| 5Y | +99.1% | +261.5% | -162.4% | +67.6% |
| All | +448.0% | +1,813.2% | -1,365.3% | +290.4% |
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