+40.7%
THC vs RCAT
-59.1%
+99.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -10.3% | +19.9% | +9.3% |
| 7D | +8.8% | -18.5% | +27.4% | +8.3% |
| 30D | +12.6% | -37.0% | +49.6% | +11.6% |
| 3M | +15.4% | -54.9% | +70.2% | +13.7% |
| 6M | +57.7% | -63.6% | +121.3% | +55.2% |
| YTD | +47.1% | -49.6% | +96.6% | +31.8% |
| 1Y | +40.7% | -57.8% | +98.5% | +30.8% |
| All | +40.7% | -59.1% | +99.8% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling