+1,329.5%
THC vs RACE
+740.1%
+589.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.3% |
| 7D | +3.7% | +5.1% | -1.4% | +1.2% |
| 30D | +9.0% | +7.7% | +1.3% | +5.0% |
| 3M | +10.4% | +2.2% | +8.2% | +8.9% |
| 6M | +45.7% | +23.8% | +21.9% | +28.8% |
| YTD | +42.6% | +13.9% | +28.7% | +30.8% |
| 1Y | +38.8% | +3.8% | +35.0% | +33.5% |
| 3Y | +418.8% | +28.0% | +390.8% | +312.6% |
| 5Y | +275.7% | +64.9% | +210.7% | +149.8% |
| All | +1,329.5% | +740.1% | +589.5% | +442.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling