+254.0%
THC vs RRC
+156.2%
+97.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -0.7% | +1.3% | -2.0% | -1.0% |
| 30D | +1.3% | +10.1% | -8.9% | -1.0% |
| 3M | +64.2% | +4.0% | +60.2% | +62.2% |
| 6M | +8.3% | +1.6% | +6.7% | +7.1% |
| YTD | +33.4% | +19.7% | +13.7% | +26.3% |
| 1Y | +37.7% | +21.4% | +16.3% | +29.2% |
| 3Y | +236.8% | +29.7% | +207.1% | +203.1% |
| All | +254.0% | +156.2% | +97.7% | +175.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling