+1,800.1%
THC vs RBA
+236.6%
+1,563.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.1% |
| 7D | +7.5% | +2.5% | +5.0% | +6.5% |
| 30D | +9.6% | +11.6% | -2.0% | +4.8% |
| 3M | +10.3% | +1.5% | +8.7% | +9.1% |
| 6M | +51.8% | -6.6% | +58.4% | +53.6% |
| YTD | +45.4% | -6.3% | +51.7% | +44.6% |
| 1Y | +40.8% | -4.0% | +44.7% | +38.2% |
| 3Y | +448.8% | +47.3% | +401.5% | +331.6% |
| 5Y | +263.4% | +47.7% | +215.7% | +176.1% |
| 10Y | +1,800.1% | +224.7% | +1,575.3% | +897.3% |
| All | +1,800.1% | +236.6% | +1,563.5% | +897.3% |
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 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