+250.5%
THC vs RL
+1,366.2%
-1,115.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.1% |
| 7D | -0.7% | -0.8% | +0.1% | -0.4% |
| 30D | +1.3% | -7.8% | +9.0% | +3.9% |
| 3M | +64.2% | -4.0% | +68.2% | +66.1% |
| 6M | +8.3% | -1.9% | +10.2% | +7.4% |
| YTD | +33.4% | -0.2% | +33.5% | +31.1% |
| 1Y | +37.7% | +10.7% | +27.0% | +30.4% |
| 3Y | +236.8% | +210.8% | +26.0% | +116.4% |
| 5Y | +249.3% | +238.2% | +11.0% | +115.1% |
| 10Y | +995.2% | +313.4% | +681.9% | +521.6% |
| All | +250.5% | +1,366.2% | -1,115.7% | +49.5% |
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 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