+2,236.3%
RSG vs THC
+246.4%
+1,989.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +2.0% | +8.8% | -6.9% | +1.0% |
| 30D | +14.2% | +10.0% | +4.1% | +12.9% |
| 3M | +15.8% | +11.7% | +4.1% | +14.3% |
| 6M | +24.6% | +52.5% | -27.9% | +18.4% |
| YTD | +18.2% | +46.1% | -27.8% | +12.5% |
| 1Y | +22.8% | +49.1% | -26.3% | +16.4% |
| 3Y | +62.4% | +439.6% | -377.3% | +31.3% |
| 5Y | +96.0% | +263.2% | -167.1% | +61.4% |
| 10Y | +448.5% | +1,900.5% | -1,452.0% | +237.4% |
| All | +2,236.3% | +246.4% | +1,989.9% | +1,205.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling