+499.2%
THC vs RGEN
+1,576.0%
-1,076.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | -0.7% | -4.9% | +4.3% | -0.4% |
| 30D | +1.3% | +5.7% | -4.4% | +0.9% |
| 3M | +64.2% | +32.4% | +31.8% | +61.5% |
| 6M | +8.3% | +33.2% | -24.9% | +6.2% |
| YTD | +33.4% | +2.3% | +31.1% | +32.6% |
| 1Y | +37.7% | +39.0% | -1.3% | +34.4% |
| 3Y | +236.8% | -4.6% | +241.4% | +232.4% |
| 5Y | +249.3% | -42.7% | +291.9% | +250.8% |
| 10Y | +995.2% | +433.6% | +561.7% | +884.6% |
| All | +499.2% | +1,576.0% | -1,076.8% | +315.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling