+9,685.3%
RTX vs THC
+550.9%
+9,134.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -5.1% | +3.7% | -8.8% | -5.8% |
| 30D | +5.1% | +9.0% | -3.9% | +3.7% |
| 3M | -14.8% | +10.4% | -25.2% | -16.3% |
| 6M | +8.0% | +45.7% | -37.6% | +1.5% |
| YTD | +4.5% | +42.6% | -38.1% | -2.0% |
| 1Y | +9.8% | +38.8% | -28.9% | +3.3% |
| 3Y | +144.2% | +418.8% | -274.6% | +84.6% |
| 5Y | +131.4% | +275.7% | -144.2% | +77.7% |
| 10Y | +273.3% | +1,496.2% | -1,223.0% | +112.1% |
| All | +9,685.3% | +550.9% | +9,134.5% | +4,463.6% |
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