+499.2%
THC vs RRX
+3,904.5%
-3,405.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -0.7% | +3.4% | -4.1% | -1.9% |
| 30D | +1.3% | -11.1% | +12.4% | +5.6% |
| 3M | +64.2% | -23.7% | +88.0% | +77.1% |
| 6M | +8.3% | -22.0% | +30.3% | +13.7% |
| YTD | +33.4% | +16.5% | +16.9% | +18.7% |
| 1Y | +37.7% | +11.5% | +26.2% | +23.8% |
| 3Y | +236.8% | +1.5% | +235.3% | +195.4% |
| 5Y | +249.3% | +18.3% | +231.0% | +185.1% |
| 10Y | +995.2% | +209.8% | +785.5% | +556.3% |
| All | +499.2% | +3,904.5% | -3,405.3% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling