+279.8%
THC vs RACE
+65.1%
+214.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -0.9% |
| 7D | +5.9% | +5.7% | +0.2% | +3.4% |
| 30D | +10.8% | +9.3% | +1.5% | +6.6% |
| 3M | +9.4% | +3.8% | +5.6% | +7.4% |
| 6M | +53.3% | +29.8% | +23.5% | +34.7% |
| YTD | +44.2% | +15.6% | +28.5% | +33.2% |
| 1Y | +37.3% | +5.1% | +32.2% | +32.6% |
| 3Y | +421.6% | +30.8% | +390.8% | +302.8% |
| 5Y | +279.8% | +67.4% | +212.4% | +127.4% |
| All | +279.8% | +65.1% | +214.7% | +127.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling