+1,800.1%
THC vs RGEN
+508.6%
+1,291.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.4% |
| 7D | +7.5% | +3.5% | +4.0% | +6.7% |
| 30D | +9.6% | +2.9% | +6.7% | +8.8% |
| 3M | +10.3% | +9.2% | +1.1% | +7.6% |
| 6M | +51.8% | +44.9% | +6.9% | +38.8% |
| YTD | +45.4% | +9.2% | +36.2% | +40.1% |
| 1Y | +40.8% | +25.3% | +15.5% | +31.6% |
| 3Y | +448.8% | +21.7% | +427.1% | +393.3% |
| 5Y | +263.4% | -34.5% | +297.9% | +252.4% |
| 10Y | +1,800.1% | +478.9% | +1,321.2% | +962.9% |
| All | +1,800.1% | +508.6% | +1,291.4% | +962.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling