+553.3%
THC vs RJF
+47,070.7%
-46,517.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +0.9% |
| 7D | +7.5% | +3.4% | +4.1% | +6.3% |
| 30D | +9.6% | +5.9% | +3.6% | +7.4% |
| 3M | +10.3% | -4.6% | +14.9% | +11.9% |
| 6M | +51.8% | +9.5% | +42.3% | +46.8% |
| YTD | +45.4% | +6.0% | +39.5% | +41.5% |
| 1Y | +40.8% | +4.3% | +36.5% | +37.7% |
| 3Y | +448.8% | +76.6% | +372.2% | +340.2% |
| 5Y | +263.4% | +80.6% | +182.8% | +186.9% |
| 10Y | +1,800.1% | +346.5% | +1,453.6% | +1,028.8% |
| All | +553.3% | +47,070.7% | -46,517.4% | +39.2% |
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