+1,913.5%
THC vs RL
+347.1%
+1,566.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.6% |
| 7D | +0.2% | -4.4% | +4.6% | +2.3% |
| 30D | +9.0% | +5.6% | +3.4% | +5.8% |
| 3M | +12.9% | -0.6% | +13.6% | +12.7% |
| 6M | +52.8% | +15.5% | +37.4% | +39.0% |
| YTD | +47.4% | +12.3% | +35.1% | +34.1% |
| 1Y | +47.7% | +19.3% | +28.4% | +30.0% |
| 3Y | +444.7% | +255.5% | +189.1% | +140.4% |
| 5Y | +269.3% | +247.1% | +22.2% | +58.8% |
| 10Y | +1,913.5% | +346.0% | +1,567.5% | +708.2% |
| All | +1,913.5% | +347.1% | +1,566.4% | +708.2% |
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