+262.6%
THC vs RRX
+16.5%
+246.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.4% | +4.6% |
| 7D | +4.1% | -0.7% | +4.8% | +4.3% |
| 30D | +3.5% | -8.0% | +11.5% | +6.1% |
| 3M | +61.7% | -25.1% | +86.8% | +73.0% |
| 6M | +11.8% | -18.3% | +30.1% | +14.1% |
| YTD | +35.4% | +14.2% | +21.3% | +19.7% |
| 1Y | +37.0% | +13.0% | +24.0% | +20.7% |
| 3Y | +260.1% | +4.2% | +255.9% | +208.0% |
| 5Y | +262.6% | +17.9% | +244.7% | +186.8% |
| All | +262.6% | +16.5% | +246.0% | +186.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling