+548.5%
THC vs RJF
+46,927.3%
-46,378.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +0.1% | +1.5% | -1.4% | -0.4% |
| 30D | +7.5% | +6.7% | +0.8% | +5.1% |
| 3M | +7.5% | -7.3% | +14.9% | +10.3% |
| 6M | +46.4% | +9.8% | +36.7% | +41.5% |
| YTD | +44.4% | +5.6% | +38.7% | +40.6% |
| 1Y | +43.4% | +2.3% | +41.2% | +41.2% |
| 3Y | +433.3% | +73.6% | +359.7% | +330.3% |
| 5Y | +262.5% | +79.9% | +182.6% | +186.6% |
| 10Y | +1,871.5% | +328.8% | +1,542.7% | +1,086.1% |
| All | +548.5% | +46,927.3% | -46,378.8% | +38.3% |
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 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