+171.1%
THC vs RBA
+3,565.6%
-3,394.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.1% |
| 3M | +64.2% | -20.5% | +84.8% | +74.5% |
| 6M | +8.3% | -18.5% | +26.8% | +13.9% |
| YTD | +33.4% | -18.2% | +51.6% | +39.0% |
| 1Y | +37.7% | -27.5% | +65.2% | +48.4% |
| 3Y | +236.8% | +38.1% | +198.7% | +193.5% |
| 5Y | +249.3% | +44.8% | +204.5% | +194.8% |
| 10Y | +995.2% | +187.1% | +808.1% | +647.8% |
| All | +171.1% | +3,565.6% | -3,394.5% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling