+245.8%
THC vs RCAT
+762.9%
-517.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.6% |
| 7D | -0.7% | -1.4% | +0.8% | -0.6% |
| 30D | +1.3% | -3.3% | +4.6% | +1.3% |
| 3M | +64.2% | -43.2% | +107.5% | +66.3% |
| 6M | +8.3% | -43.2% | +51.4% | +9.1% |
| YTD | +33.4% | +5.5% | +27.8% | +30.4% |
| 1Y | +37.7% | -1.6% | +39.3% | +33.7% |
| All | +245.8% | +762.9% | -517.0% | +191.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling