+1,913.5%
THC vs RBA
+209.3%
+1,704.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +0.2% | +0.6% | -0.4% | 0.0% |
| 30D | +9.0% | +9.0% | 0.0% | +5.2% |
| 3M | +12.9% | +7.2% | +5.8% | +9.4% |
| 6M | +52.8% | -7.8% | +60.6% | +55.4% |
| YTD | +47.4% | -6.4% | +53.8% | +46.6% |
| 1Y | +47.7% | -4.2% | +51.9% | +45.2% |
| 3Y | +444.7% | +64.1% | +380.6% | +307.8% |
| 5Y | +269.3% | +48.4% | +220.9% | +179.0% |
| 10Y | +1,913.5% | +209.9% | +1,703.6% | +935.4% |
| All | +1,913.5% | +209.3% | +1,704.2% | +935.4% |
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