+437.2%
RVMD vs THC
+258.8%
+178.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.9% |
| 7D | -0.7% | +0.1% | -0.9% | -0.8% |
| 30D | -6.4% | +7.5% | -13.9% | -8.1% |
| 3M | -14.1% | +7.5% | -21.6% | -15.8% |
| 6M | +21.0% | +46.4% | -25.4% | +8.1% |
| YTD | +121.4% | +44.4% | +77.1% | +95.7% |
| 1Y | +167.9% | +43.4% | +124.4% | +136.8% |
| 3Y | +794.7% | +433.3% | +361.4% | +378.1% |
| 5Y | +437.2% | +262.5% | +174.6% | +217.3% |
| All | +437.2% | +258.8% | +178.4% | +217.3% |
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