+1,039.2%
THC vs RJF
+428.4%
+610.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.2% |
| 7D | +4.1% | -0.3% | +4.4% | +4.2% |
| 30D | +3.5% | -2.0% | +5.5% | +4.6% |
| 3M | +61.7% | +16.3% | +45.4% | +47.7% |
| 6M | +11.8% | +16.9% | -5.1% | +1.3% |
| YTD | +35.4% | +10.4% | +25.0% | +25.6% |
| 1Y | +37.0% | +7.4% | +29.6% | +28.9% |
| 3Y | +260.1% | +72.2% | +187.8% | +140.7% |
| 5Y | +262.6% | +105.1% | +157.5% | +107.2% |
| 10Y | +1,039.2% | +430.9% | +608.3% | +403.9% |
| All | +1,039.2% | +428.4% | +610.8% | +403.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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