+254.0%
THC vs RCAT
+183.7%
+70.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +66.7% |
| 6M | +8.3% | -43.2% | +51.4% | +9.2% |
| YTD | +33.4% | +5.5% | +27.8% | +30.3% |
| 1Y | +37.7% | -1.6% | +39.3% | +33.6% |
| 3Y | +236.8% | +773.7% | -536.9% | +181.5% |
| All | +254.0% | +183.7% | +70.2% | +198.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling