+417.0%
RSG vs THC
+1,021.1%
-604.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | +2.8% | +1.5% | +1.2% | +2.6% |
| 3M | +4.3% | +59.9% | -55.6% | -0.3% |
| 6M | -0.5% | +11.0% | -11.5% | -1.9% |
| YTD | +5.2% | +32.6% | -27.3% | +1.9% |
| 1Y | -2.1% | +37.4% | -39.5% | -5.7% |
| 3Y | +56.5% | +252.5% | -196.0% | +35.8% |
| 5Y | +89.5% | +262.3% | -172.8% | +60.6% |
| All | +417.0% | +1,021.1% | -604.2% | +275.2% |
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 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