+548.5%
THC vs RRX
+4,349.0%
-3,800.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.6% |
| 7D | +0.1% | +12.6% | -12.5% | -4.3% |
| 30D | +7.5% | +10.6% | -3.1% | +2.4% |
| 3M | +7.5% | +4.6% | +2.9% | +4.1% |
| 6M | +46.4% | -13.6% | +60.1% | +48.0% |
| YTD | +44.4% | +29.4% | +14.9% | +21.9% |
| 1Y | +43.4% | +31.9% | +11.5% | +20.0% |
| 3Y | +433.3% | +68.3% | +365.0% | +282.2% |
| 5Y | +262.5% | +13.2% | +249.3% | +198.5% |
| 10Y | +1,871.5% | +209.9% | +1,661.6% | +1,059.0% |
| All | +548.5% | +4,349.0% | -3,800.5% | +157.8% |
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 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