+265.9%
THC vs RBA
+48.1%
+217.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +8.8% | +3.2% | +5.6% | +7.9% |
| 30D | +10.0% | +12.0% | -2.0% | +6.4% |
| 3M | +11.7% | +2.9% | +8.8% | +10.4% |
| 6M | +52.5% | -6.3% | +58.7% | +53.7% |
| YTD | +46.1% | -5.9% | +52.0% | +44.9% |
| 1Y | +49.1% | -3.9% | +53.0% | +46.6% |
| 3Y | +439.6% | +64.9% | +374.7% | +323.9% |
| All | +265.9% | +48.1% | +217.8% | +196.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling