+418.8%
THC vs RRC
+36.3%
+382.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.8% |
| 7D | +3.7% | -10.8% | +14.5% | +5.0% |
| 30D | +9.0% | +22.3% | -13.3% | +5.6% |
| 3M | +10.4% | +26.6% | -16.2% | +6.1% |
| 6M | +45.7% | +18.9% | +26.7% | +41.2% |
| YTD | +42.6% | +39.2% | +3.4% | +32.9% |
| 1Y | +38.8% | +34.0% | +4.8% | +30.3% |
| 3Y | +418.8% | +42.0% | +376.8% | +393.6% |
| All | +418.8% | +36.3% | +382.6% | +393.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling