+148.5%
RTX vs THC
+258.8%
-110.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.2% |
| 7D | +3.4% | +0.1% | +3.2% | +3.4% |
| 30D | +8.4% | +7.5% | +0.9% | +7.2% |
| 3M | -10.7% | +7.5% | -18.2% | -11.7% |
| 6M | +11.7% | +46.4% | -34.7% | +5.1% |
| YTD | +9.3% | +44.4% | -35.0% | +2.6% |
| 1Y | +13.3% | +43.4% | -30.1% | +6.3% |
| 3Y | +156.1% | +433.3% | -277.2% | +93.4% |
| 5Y | +148.5% | +262.5% | -114.0% | +97.7% |
| All | +148.5% | +258.8% | -110.2% | +97.7% |
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