+51.5%
THC vs RCAT
-100.0%
+151.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.6% |
| 7D | -0.7% | -1.4% | +0.8% | -0.7% |
| 30D | +1.3% | -3.3% | +4.6% | +1.3% |
| 3M | +64.2% | -43.2% | +107.5% | +64.3% |
| 6M | +8.3% | -43.2% | +51.4% | +8.3% |
| YTD | +33.4% | +5.5% | +27.8% | +33.3% |
| 1Y | +37.7% | -1.6% | +39.3% | +37.6% |
| 3Y | +236.8% | +773.7% | -536.9% | +236.4% |
| 5Y | +249.3% | +187.6% | +61.6% | +248.9% |
| 10Y | +995.2% | -98.5% | +1,093.7% | +1,007.2% |
| All | +51.5% | -100.0% | +151.5% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling