+10,266.7%
RTX vs THC
+508.9%
+9,757.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -5.2% | -0.7% | -4.5% | -5.1% |
| 30D | -9.4% | +1.3% | -10.6% | -9.6% |
| 3M | +12.3% | +64.2% | -52.0% | +3.9% |
| 6M | -3.1% | +8.3% | -11.4% | -4.9% |
| YTD | +10.7% | +33.4% | -22.7% | +5.0% |
| 1Y | +28.4% | +37.7% | -9.3% | +21.0% |
| 3Y | +147.1% | +236.8% | -89.7% | +99.2% |
| 5Y | +167.2% | +249.3% | -82.0% | +107.5% |
| 10Y | +274.7% | +995.2% | -720.5% | +123.3% |
| All | +10,266.7% | +508.9% | +9,757.8% | +4,791.5% |
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