+263.4%
THC vs RJF
+80.1%
+183.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +0.5% |
| 7D | +7.5% | +3.4% | +4.1% | +5.9% |
| 30D | +9.6% | +5.9% | +3.6% | +6.6% |
| 3M | +10.3% | -4.6% | +14.9% | +12.5% |
| 6M | +51.8% | +9.5% | +42.3% | +45.1% |
| YTD | +45.4% | +6.0% | +39.5% | +39.8% |
| 1Y | +40.8% | +4.3% | +36.5% | +36.3% |
| 3Y | +448.8% | +76.6% | +372.2% | +283.7% |
| 5Y | +263.4% | +80.6% | +182.8% | +144.3% |
| All | +263.4% | +80.1% | +183.2% | +144.3% |
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