+37.7%
THC vs RNG
+144.7%
-107.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.0% |
| 7D | -0.7% | +5.8% | -6.4% | -1.3% |
| 30D | +1.3% | +19.6% | -18.4% | -0.8% |
| 3M | +64.2% | +67.0% | -2.8% | +53.3% |
| 6M | +8.3% | +88.4% | -80.1% | +1.2% |
| YTD | +33.4% | +155.5% | -122.1% | +25.9% |
| 1Y | +37.7% | +141.7% | -104.0% | +29.5% |
| All | +37.7% | +144.7% | -107.0% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling