+189.7%
THC vs RBA
+4,003.4%
-3,813.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | +3.7% | +4.3% | -0.6% | +2.4% |
| 30D | +9.0% | +16.3% | -7.3% | +4.1% |
| 3M | +10.4% | +1.3% | +9.1% | +9.6% |
| 6M | +45.7% | -11.1% | +56.7% | +49.2% |
| YTD | +42.6% | -8.5% | +51.0% | +43.4% |
| 1Y | +38.8% | -2.1% | +40.9% | +36.5% |
| 3Y | +418.8% | +44.6% | +374.3% | +345.8% |
| 5Y | +275.7% | +36.8% | +238.8% | +222.3% |
| 10Y | +1,496.2% | +227.3% | +1,268.9% | +947.8% |
| All | +189.7% | +4,003.4% | -3,813.7% | +44.6% |
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 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