+499.2%
THC vs RJF
+49,848.3%
-49,349.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +1.1% |
| 7D | -0.7% | -0.6% | -0.1% | -0.5% |
| 30D | +1.3% | -1.3% | +2.5% | +1.6% |
| 3M | +64.2% | +18.9% | +45.4% | +54.7% |
| 6M | +8.3% | +15.0% | -6.8% | +2.9% |
| YTD | +33.4% | +12.2% | +21.2% | +27.3% |
| 1Y | +37.7% | +5.6% | +32.0% | +34.0% |
| 3Y | +236.8% | +74.9% | +161.9% | +171.1% |
| 5Y | +249.3% | +106.6% | +142.6% | +163.0% |
| 10Y | +995.2% | +433.1% | +562.2% | +511.3% |
| All | +499.2% | +49,848.3% | -49,349.1% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling