+1,329.5%
THC vs RRC
+59.4%
+1,270.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.4% |
| 7D | +3.7% | -10.8% | +14.5% | +6.6% |
| 30D | +9.0% | +22.3% | -13.3% | +2.9% |
| 3M | +10.4% | +26.6% | -16.2% | +2.9% |
| 6M | +45.7% | +18.9% | +26.7% | +37.4% |
| YTD | +42.6% | +39.2% | +3.4% | +28.2% |
| 1Y | +38.8% | +34.0% | +4.8% | +25.8% |
| 3Y | +418.8% | +42.0% | +376.8% | +351.7% |
| 5Y | +275.7% | +111.9% | +163.8% | +180.4% |
| All | +1,329.5% | +59.4% | +1,270.1% | +657.0% |
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