+1,644.1%
THC vs RUN
+68.6%
+1,575.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +1.0% | -13.5% | +14.5% | +3.3% |
| 30D | +5.3% | +18.3% | -13.0% | +1.7% |
| 3M | +7.1% | -12.5% | +19.6% | +8.3% |
| 6M | +46.0% | -40.3% | +86.4% | +55.4% |
| YTD | +43.9% | -53.1% | +97.0% | +53.9% |
| 1Y | +45.4% | -54.3% | +99.7% | +55.6% |
| 3Y | +421.3% | -6.5% | +427.8% | +271.2% |
| 5Y | +261.5% | -85.3% | +346.8% | +264.5% |
| All | +1,644.1% | +68.6% | +1,575.5% | +581.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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