+254.0%
THC vs RGEN
-42.4%
+296.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | -0.7% | -4.9% | +4.3% | +0.3% |
| 30D | +1.3% | +5.7% | -4.4% | -0.2% |
| 3M | +64.2% | +32.4% | +31.8% | +53.2% |
| 6M | +8.3% | +33.2% | -24.9% | -0.1% |
| YTD | +33.4% | +2.3% | +31.1% | +30.8% |
| 1Y | +37.7% | +39.0% | -1.3% | +24.3% |
| 3Y | +236.8% | -4.6% | +241.4% | +218.5% |
| All | +254.0% | -42.4% | +296.4% | +228.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling