+973.2%
THC vs RRX
+228.4%
+744.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -1.8% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | -1.2% | -6.1% | +5.0% | +1.8% |
| 3M | +52.3% | -23.1% | +75.3% | +67.9% |
| 6M | +12.4% | -19.5% | +31.9% | +17.2% |
| YTD | +32.7% | +16.1% | +16.6% | +8.4% |
| 1Y | +36.4% | +12.9% | +23.4% | +11.7% |
| 3Y | +259.3% | +7.9% | +251.4% | +165.8% |
| 5Y | +262.7% | +19.1% | +243.6% | +131.9% |
| All | +973.2% | +228.4% | +744.8% | +229.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling