+278.8%
THC vs RL
+1,498.4%
-1,219.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.3% | +5.4% | +0.5% |
| 7D | +5.9% | -4.7% | +10.6% | +7.6% |
| 30D | +10.8% | +3.6% | +7.3% | +9.4% |
| 3M | +9.4% | +0.5% | +8.9% | +8.9% |
| 6M | +53.3% | +6.6% | +46.7% | +48.0% |
| YTD | +44.2% | +8.8% | +35.3% | +37.3% |
| 1Y | +37.3% | +21.8% | +15.6% | +25.8% |
| 3Y | +421.6% | +245.8% | +175.8% | +222.3% |
| 5Y | +279.8% | +230.0% | +49.9% | +135.7% |
| 10Y | +1,513.9% | +369.4% | +1,144.4% | +778.6% |
| All | +278.8% | +1,498.4% | -1,219.6% | +56.6% |
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