+245.8%
THC vs RBA
+36.9%
+208.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -0.7% | -2.9% | +2.3% | -0.2% |
| 30D | +1.3% | -12.3% | +13.6% | +3.4% |
| 3M | +64.2% | -20.5% | +84.8% | +70.0% |
| 6M | +8.3% | -18.5% | +26.8% | +11.4% |
| YTD | +33.4% | -18.2% | +51.6% | +35.0% |
| 1Y | +37.7% | -27.5% | +65.2% | +43.9% |
| All | +245.8% | +36.9% | +208.9% | +208.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling