+244.5%
THC vs RNG
-70.8%
+315.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -1.4% |
| 7D | -2.6% | -0.8% | -1.7% | -2.4% |
| 30D | -1.2% | +11.4% | -12.6% | -3.5% |
| 3M | +58.9% | +72.1% | -13.2% | +41.9% |
| 6M | +9.3% | +67.9% | -58.6% | -3.1% |
| YTD | +30.4% | +144.3% | -114.0% | +5.0% |
| 1Y | +34.6% | +117.5% | -82.9% | +10.6% |
| 3Y | +246.7% | +123.9% | +122.8% | +168.4% |
| 5Y | +244.5% | -70.1% | +314.6% | +262.9% |
| All | +244.5% | -70.8% | +315.3% | +262.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling