+97.3%
RSG vs THC
+264.0%
-166.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +2.0% | +8.8% | -6.9% | +1.2% |
| 30D | +14.2% | +10.0% | +4.1% | +13.2% |
| 3M | +15.8% | +11.7% | +4.1% | +14.6% |
| 6M | +24.6% | +52.5% | -27.9% | +20.0% |
| YTD | +18.2% | +46.1% | -27.8% | +14.0% |
| 1Y | +22.8% | +49.1% | -26.3% | +18.0% |
| 3Y | +62.4% | +439.6% | -377.3% | +35.5% |
| All | +97.3% | +264.0% | -166.7% | +72.4% |
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 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