+252.5%
THC vs RJF
+107.7%
+144.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +1.3% |
| 7D | -0.7% | -0.6% | -0.1% | -0.4% |
| 30D | +1.3% | -1.3% | +2.5% | +1.7% |
| 3M | +64.2% | +18.9% | +45.4% | +51.6% |
| 6M | +8.3% | +15.0% | -6.8% | +1.0% |
| YTD | +33.4% | +12.2% | +21.2% | +25.0% |
| 1Y | +37.7% | +5.6% | +32.0% | +32.5% |
| 3Y | +236.8% | +74.9% | +161.9% | +139.4% |
| All | +252.5% | +107.7% | +144.8% | +123.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling