+40.7%
THC vs RBA
-2.0%
+42.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.1% | +7.5% | +9.5% |
| 7D | +8.8% | +12.7% | -3.8% | +8.7% |
| 30D | +12.6% | +15.5% | -2.9% | +12.5% |
| 3M | +15.4% | -14.0% | +29.4% | +14.4% |
| 6M | +57.7% | -8.8% | +66.5% | +57.6% |
| YTD | +47.1% | -6.9% | +54.0% | +37.1% |
| 1Y | +40.7% | -3.0% | +43.7% | +31.3% |
| All | +40.7% | -2.0% | +42.7% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling