+1,644.1%
THC vs RL
+337.1%
+1,307.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | +1.0% | +2.6% | -1.6% | -0.4% |
| 30D | +5.3% | +2.9% | +2.4% | +3.6% |
| 3M | +7.1% | 0.0% | +7.1% | +6.6% |
| 6M | +46.0% | +17.1% | +28.9% | +31.9% |
| YTD | +43.9% | +10.1% | +33.8% | +32.3% |
| 1Y | +45.4% | +17.3% | +28.1% | +29.2% |
| 3Y | +421.3% | +249.3% | +172.0% | +133.3% |
| 5Y | +261.5% | +240.9% | +20.6% | +57.7% |
| All | +1,644.1% | +337.1% | +1,307.0% | +549.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling