+661.4%
THC vs RACE
+647.6%
+13.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.6% |
| 7D | -0.7% | -2.5% | +1.9% | +0.6% |
| 30D | +1.3% | +0.8% | +0.5% | +0.7% |
| 3M | +64.2% | +17.2% | +47.1% | +51.0% |
| 6M | +8.3% | +13.6% | -5.3% | 0.0% |
| YTD | +33.4% | +12.2% | +21.2% | +23.6% |
| 1Y | +37.7% | -16.3% | +53.9% | +47.0% |
| 3Y | +236.8% | +36.4% | +200.3% | +160.5% |
| 5Y | +249.3% | +95.0% | +154.3% | +116.9% |
| 10Y | +995.2% | +813.2% | +182.0% | +230.6% |
| All | +661.4% | +647.6% | +13.8% | +93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling