+40.7%
THC vs RRX
+30.0%
+10.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.6% | +13.2% | +9.8% |
| 7D | +8.8% | +7.6% | +1.2% | +8.2% |
| 30D | +12.6% | +7.5% | +5.1% | +12.0% |
| 3M | +15.4% | -21.0% | +36.4% | +17.3% |
| 6M | +57.7% | -18.1% | +75.8% | +57.7% |
| YTD | +47.1% | +24.3% | +22.8% | +24.8% |
| 1Y | +40.7% | +29.3% | +11.4% | +14.7% |
| All | +40.7% | +30.0% | +10.7% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling