+246.7%
THC vs RNG
+120.7%
+126.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -1.6% |
| 7D | -2.6% | -0.8% | -1.7% | -2.5% |
| 30D | -1.2% | +11.4% | -12.6% | -2.8% |
| 3M | +58.9% | +72.1% | -13.2% | +46.6% |
| 6M | +9.3% | +67.9% | -58.6% | +0.5% |
| YTD | +30.4% | +144.3% | -114.0% | +13.4% |
| 1Y | +34.6% | +117.5% | -82.9% | +18.9% |
| 3Y | +246.7% | +123.9% | +122.8% | +188.4% |
| All | +246.7% | +120.7% | +126.0% | +188.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling