+1,900.5%
THC vs RUN
+94.0%
+1,806.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -10.6% | +11.0% | +2.2% |
| 7D | +8.8% | +0.3% | +8.5% | +8.4% |
| 30D | +10.0% | +14.0% | -4.0% | +6.9% |
| 3M | +11.7% | -11.8% | +23.4% | +12.7% |
| 6M | +52.5% | -40.4% | +92.9% | +62.2% |
| YTD | +46.1% | -52.7% | +98.7% | +55.9% |
| 1Y | +49.1% | -52.5% | +101.6% | +58.4% |
| 3Y | +439.6% | -7.7% | +447.4% | +286.7% |
| 5Y | +263.2% | -83.9% | +347.0% | +256.0% |
| 10Y | +1,900.5% | +84.9% | +1,815.6% | +737.4% |
| All | +1,900.5% | +94.0% | +1,806.5% | +737.4% |
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