+1,800.1%
THC vs RL
+397.7%
+1,402.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.8% | -3.8% | -0.9% |
| 7D | +7.5% | +0.2% | +7.2% | +7.3% |
| 30D | +9.6% | +7.3% | +2.2% | +5.5% |
| 3M | +10.3% | +1.0% | +9.2% | +9.0% |
| 6M | +51.8% | +11.8% | +40.0% | +40.3% |
| YTD | +45.4% | +13.6% | +31.8% | +31.6% |
| 1Y | +40.8% | +24.0% | +16.8% | +21.3% |
| 3Y | +448.8% | +256.6% | +192.2% | +142.9% |
| 5Y | +263.4% | +240.2% | +23.2% | +58.8% |
| 10Y | +1,800.1% | +373.0% | +1,427.1% | +612.5% |
| All | +1,800.1% | +397.7% | +1,402.4% | +612.5% |
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