+56.3%
RSG vs THC
+258.2%
-201.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | +0.2% |
| 7D | 0.0% | +4.1% | -4.1% | -0.2% |
| 30D | +3.7% | +3.5% | +0.1% | +3.5% |
| 3M | +6.2% | +61.7% | -55.6% | +3.5% |
| 6M | -2.8% | +11.8% | -14.6% | -3.3% |
| YTD | +5.9% | +35.4% | -29.5% | +4.0% |
| 1Y | -1.8% | +37.0% | -38.8% | -3.7% |
| All | +56.3% | +258.2% | -201.9% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling