+1,039.2%
THC vs RNG
+215.2%
+824.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.0% |
| 7D | +4.1% | -4.1% | +8.1% | +4.9% |
| 30D | +3.5% | +8.6% | -5.1% | +1.6% |
| 3M | +61.7% | +78.0% | -16.2% | +43.8% |
| 6M | +11.8% | +67.0% | -55.2% | -0.6% |
| YTD | +35.4% | +142.4% | -107.0% | +9.5% |
| 1Y | +37.0% | +120.4% | -83.4% | +12.4% |
| 3Y | +260.1% | +122.1% | +137.9% | +181.4% |
| 5Y | +262.6% | -69.8% | +332.4% | +286.4% |
| 10Y | +1,039.2% | +223.4% | +815.8% | +433.1% |
| All | +1,039.2% | +215.2% | +824.0% | +433.1% |
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