+499.2%
THC vs RRC
+1,202.2%
-703.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -0.7% | +1.3% | -2.0% | -0.8% |
| 30D | +1.3% | +10.1% | -8.9% | -0.1% |
| 3M | +64.2% | +4.0% | +60.2% | +63.0% |
| 6M | +8.3% | +1.6% | +6.7% | +7.6% |
| YTD | +33.4% | +19.7% | +13.7% | +29.3% |
| 1Y | +37.7% | +21.4% | +16.3% | +32.9% |
| 3Y | +236.8% | +29.7% | +207.1% | +218.7% |
| 5Y | +249.3% | +153.9% | +95.4% | +195.6% |
| 10Y | +995.2% | +10.8% | +984.4% | +805.9% |
| All | +499.2% | +1,202.2% | -703.0% | +370.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling