+439.6%
THC vs RNG
+178.5%
+261.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +8.8% | -6.0% | +14.9% | +9.7% |
| 30D | +10.0% | -7.4% | +17.4% | +10.9% |
| 3M | +11.7% | +14.6% | -2.9% | +9.3% |
| 6M | +52.5% | +61.5% | -9.1% | +41.6% |
| YTD | +46.1% | +155.7% | -109.6% | +28.5% |
| 1Y | +49.1% | +172.5% | -123.4% | +29.9% |
| 3Y | +439.6% | +168.0% | +271.6% | +350.9% |
| All | +439.6% | +178.5% | +261.1% | +350.9% |
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