+263.4%
THC vs RACE
+67.1%
+196.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | +7.5% | +3.9% | +3.6% | +5.7% |
| 30D | +9.6% | +7.4% | +2.1% | +6.2% |
| 3M | +10.3% | +1.6% | +8.6% | +9.2% |
| 6M | +51.8% | +23.3% | +28.5% | +36.6% |
| YTD | +45.4% | +14.7% | +30.8% | +34.8% |
| 1Y | +40.8% | +2.5% | +38.3% | +37.6% |
| 3Y | +448.8% | +28.0% | +420.8% | +328.6% |
| 5Y | +263.4% | +69.8% | +193.6% | +117.5% |
| All | +263.4% | +67.1% | +196.3% | +117.5% |
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