+1,913.5%
THC vs RNG
+248.5%
+1,665.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.5% |
| 7D | +0.2% | -3.5% | +3.8% | +0.9% |
| 30D | +9.0% | -3.8% | +12.8% | +9.6% |
| 3M | +12.9% | +18.6% | -5.6% | +8.5% |
| 6M | +52.8% | +69.2% | -16.4% | +35.7% |
| YTD | +47.4% | +161.9% | -114.4% | +17.0% |
| 1Y | +47.7% | +176.2% | -128.5% | +15.8% |
| 3Y | +444.7% | +174.5% | +270.1% | +306.4% |
| 5Y | +269.3% | -71.9% | +341.2% | +298.2% |
| 10Y | +1,913.5% | +235.4% | +1,678.2% | +854.4% |
| All | +1,913.5% | +248.5% | +1,665.0% | +854.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling