+1,115.8%
RSP vs THC
+378.6%
+737.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -1.0% | +3.7% | -4.7% | -1.7% |
| 30D | +2.6% | +9.0% | -6.5% | +1.1% |
| 3M | -0.8% | +10.4% | -11.2% | -2.6% |
| 6M | +6.3% | +45.7% | -39.4% | -0.9% |
| YTD | +14.1% | +42.6% | -28.4% | +6.3% |
| 1Y | +18.0% | +38.8% | -20.7% | +10.2% |
| 3Y | +61.0% | +418.8% | -357.8% | +18.0% |
| 5Y | +45.6% | +275.7% | -230.1% | +8.9% |
| 10Y | +220.2% | +1,496.2% | -1,276.1% | +65.6% |
| All | +1,115.8% | +378.6% | +737.2% | +451.2% |
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