+64.7%
RSP vs THC
+450.2%
-385.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.1% |
| 7D | +0.7% | +8.8% | -8.1% | -0.3% |
| 30D | +3.7% | +10.0% | -6.4% | +2.4% |
| 3M | +0.7% | +11.7% | -11.0% | -0.8% |
| 6M | +9.0% | +52.5% | -43.4% | +2.8% |
| YTD | +16.7% | +46.1% | -29.4% | +10.2% |
| 1Y | +19.0% | +49.1% | -30.1% | +11.9% |
| 3Y | +64.7% | +439.6% | -374.9% | +20.9% |
| All | +64.7% | +450.2% | -385.4% | +20.9% |
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