+1,900.5%
THC vs RJF
+343.7%
+1,556.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.3% |
| 7D | +8.8% | +4.0% | +4.9% | +6.4% |
| 30D | +10.0% | +6.1% | +3.9% | +6.0% |
| 3M | +11.7% | -5.8% | +17.5% | +15.5% |
| 6M | +52.5% | +9.7% | +42.8% | +43.2% |
| YTD | +46.1% | +6.2% | +39.9% | +38.2% |
| 1Y | +49.1% | +5.3% | +43.8% | +41.6% |
| 3Y | +439.6% | +74.4% | +365.2% | +249.9% |
| 5Y | +263.2% | +81.6% | +181.6% | +119.4% |
| 10Y | +1,900.5% | +333.6% | +1,566.9% | +489.5% |
| All | +1,900.5% | +343.7% | +1,556.8% | +489.5% |
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