+1,800.1%
THC vs RRC
+63.1%
+1,737.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +7.5% | -10.3% | +17.8% | +10.3% |
| 30D | +9.6% | +19.5% | -9.9% | +3.9% |
| 3M | +10.3% | +27.9% | -17.7% | +2.4% |
| 6M | +51.8% | +21.2% | +30.6% | +42.3% |
| YTD | +45.4% | +39.6% | +5.9% | +30.4% |
| 1Y | +40.8% | +31.3% | +9.5% | +28.1% |
| 3Y | +448.8% | +51.9% | +396.9% | +368.1% |
| 5Y | +263.4% | +110.2% | +153.2% | +170.1% |
| 10Y | +1,800.1% | +56.7% | +1,743.4% | +1,000.2% |
| All | +1,800.1% | +63.1% | +1,737.0% | +1,000.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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