+1,127.7%
RSP vs THC
+347.7%
+780.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | -0.3% | +1.3% | -1.6% | -0.6% |
| 3M | +4.3% | +64.2% | -60.0% | -4.4% |
| 6M | +8.8% | +8.3% | +0.6% | +6.5% |
| YTD | +15.3% | +33.4% | -18.1% | +8.6% |
| 1Y | +18.3% | +37.7% | -19.4% | +10.5% |
| 3Y | +52.8% | +236.8% | -184.0% | +20.2% |
| 5Y | +51.7% | +249.3% | -197.5% | +14.8% |
| 10Y | +208.5% | +995.2% | -786.8% | +69.5% |
| All | +1,127.7% | +347.7% | +780.0% | +463.5% |
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