+49.1%
THC vs RCAT
-56.5%
+105.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.9% | +0.2% |
| 7D | +8.8% | -5.6% | +14.4% | +8.8% |
| 30D | +10.0% | -27.0% | +37.1% | +9.4% |
| 3M | +11.7% | -57.9% | +69.6% | +9.9% |
| 6M | +52.5% | -59.4% | +111.9% | +49.9% |
| YTD | +46.1% | -46.9% | +93.0% | +31.6% |
| 1Y | +49.1% | -54.0% | +103.1% | +37.1% |
| All | +49.1% | -56.5% | +105.6% | +37.1% |
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