+50.4%
RSP vs THC
+267.4%
-216.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -0.3% | +0.2% | -0.6% | -0.3% |
| 30D | +4.4% | +9.0% | -4.6% | +2.8% |
| 3M | +1.3% | +12.9% | -11.7% | -1.0% |
| 6M | +10.0% | +52.8% | -42.9% | +1.4% |
| YTD | +17.6% | +47.4% | -29.8% | +8.5% |
| 1Y | +19.2% | +47.7% | -28.5% | +9.7% |
| 3Y | +66.0% | +444.7% | -378.6% | +12.7% |
| 5Y | +50.4% | +269.3% | -218.8% | +8.1% |
| All | +50.4% | +267.4% | -216.9% | +8.1% |
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