+1,900.5%
THC vs RBA
+225.5%
+1,675.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +8.8% | +3.2% | +5.6% | +7.6% |
| 30D | +10.0% | +12.0% | -2.0% | +5.0% |
| 3M | +11.7% | +2.9% | +8.8% | +9.9% |
| 6M | +52.5% | -6.3% | +58.7% | +54.0% |
| YTD | +46.1% | -5.9% | +52.0% | +45.0% |
| 1Y | +49.1% | -3.9% | +53.0% | +46.3% |
| 3Y | +439.6% | +64.9% | +374.7% | +303.2% |
| 5Y | +263.2% | +48.5% | +214.7% | +174.5% |
| 10Y | +1,900.5% | +211.8% | +1,688.7% | +928.5% |
| All | +1,900.5% | +225.5% | +1,675.0% | +928.5% |
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