+274.6%
THC vs RL
+1,476.5%
-1,201.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | +3.7% | -4.2% | +7.8% | +5.2% |
| 30D | +9.0% | +4.3% | +4.8% | +7.5% |
| 3M | +10.4% | -4.6% | +15.0% | +11.8% |
| 6M | +45.7% | +1.7% | +43.9% | +42.9% |
| YTD | +42.6% | +7.3% | +35.2% | +36.5% |
| 1Y | +38.8% | +20.8% | +18.0% | +27.4% |
| 3Y | +418.8% | +247.0% | +171.9% | +220.2% |
| 5Y | +275.7% | +225.5% | +50.2% | +134.2% |
| 10Y | +1,496.2% | +363.0% | +1,133.2% | +773.1% |
| All | +274.6% | +1,476.5% | -1,201.9% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling