+1,644.1%
THC vs RBA
+207.2%
+1,436.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | +1.0% | +1.7% | -0.8% | +0.3% |
| 30D | +5.3% | +8.3% | -3.0% | +1.9% |
| 3M | +7.1% | +10.5% | -3.4% | +2.5% |
| 6M | +46.0% | -5.9% | +51.9% | +47.3% |
| YTD | +43.9% | -6.9% | +50.8% | +43.4% |
| 1Y | +45.4% | -4.9% | +50.3% | +43.3% |
| 3Y | +421.3% | +64.5% | +356.8% | +289.8% |
| 5Y | +261.5% | +46.1% | +215.4% | +175.2% |
| All | +1,644.1% | +207.2% | +1,436.9% | +789.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling