+540.5%
THC vs RGEN
+1,634.9%
-1,094.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.3% |
| 7D | +3.7% | -1.9% | +5.6% | +3.8% |
| 30D | +9.0% | +3.7% | +5.3% | +8.8% |
| 3M | +10.4% | +8.8% | +1.6% | +9.7% |
| 6M | +45.7% | +38.0% | +7.7% | +42.6% |
| YTD | +42.6% | +5.9% | +36.7% | +41.3% |
| 1Y | +38.8% | +19.7% | +19.1% | +36.6% |
| 3Y | +418.8% | +20.5% | +398.3% | +405.9% |
| 5Y | +275.7% | -35.0% | +310.6% | +274.8% |
| 10Y | +1,496.2% | +540.9% | +955.3% | +1,321.9% |
| All | +540.5% | +1,634.9% | -1,094.4% | +342.6% |
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