+254.0%
THC vs RL
+238.1%
+15.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.2% |
| 7D | -0.7% | -0.8% | +0.1% | -0.4% |
| 30D | +1.3% | -7.8% | +9.0% | +4.3% |
| 3M | +64.2% | -4.0% | +68.2% | +66.3% |
| 6M | +8.3% | -1.9% | +10.2% | +7.2% |
| YTD | +33.4% | -0.2% | +33.5% | +30.5% |
| 1Y | +37.7% | +10.7% | +27.0% | +28.4% |
| 3Y | +236.8% | +210.8% | +26.0% | +76.1% |
| All | +254.0% | +238.1% | +15.9% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling