+557.2%
THC vs RNG
+327.7%
+229.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.3% |
| 7D | -0.7% | +5.8% | -6.4% | -1.8% |
| 30D | +1.3% | +19.6% | -18.4% | -2.3% |
| 3M | +64.2% | +67.0% | -2.8% | +48.1% |
| 6M | +8.3% | +88.4% | -80.1% | -5.7% |
| YTD | +33.4% | +155.5% | -122.1% | +7.4% |
| 1Y | +37.7% | +141.7% | -104.0% | +11.5% |
| 3Y | +236.8% | +131.1% | +105.7% | +163.7% |
| 5Y | +249.3% | -70.6% | +319.8% | +271.8% |
| 10Y | +995.2% | +228.2% | +767.0% | +550.0% |
| All | +557.2% | +327.7% | +229.5% | +273.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling