+246.7%
THC vs RRX
+4.1%
+242.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -2.6% | +4.3% | -6.8% | -3.4% |
| 30D | -1.2% | -8.0% | +6.8% | +0.4% |
| 3M | +58.9% | -22.0% | +80.9% | +64.4% |
| 6M | +9.3% | -11.9% | +21.2% | +8.5% |
| YTD | +30.4% | +17.1% | +13.3% | +19.0% |
| 1Y | +34.6% | +14.9% | +19.7% | +22.9% |
| 3Y | +246.7% | +6.9% | +239.8% | +227.0% |
| All | +246.7% | +4.1% | +242.6% | +227.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling