+263.2%
THC vs RL
+245.5%
+17.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.3% |
| 7D | +8.8% | +1.3% | +7.5% | +8.2% |
| 30D | +10.0% | +7.6% | +2.4% | +6.8% |
| 3M | +11.7% | -1.5% | +13.2% | +12.0% |
| 6M | +52.5% | +12.1% | +40.4% | +43.7% |
| YTD | +46.1% | +13.9% | +32.2% | +35.4% |
| 1Y | +49.1% | +20.7% | +28.4% | +34.7% |
| 3Y | +439.6% | +260.6% | +179.1% | +162.0% |
| 5Y | +263.2% | +248.9% | +14.3% | +68.7% |
| All | +263.2% | +245.5% | +17.6% | +68.7% |
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