+1,039.2%
THC vs RUN
+43.6%
+995.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.6% | +8.4% | +4.6% |
| 7D | +4.1% | -1.8% | +5.9% | +4.3% |
| 30D | +3.5% | -10.8% | +14.4% | +5.2% |
| 3M | +61.7% | -30.2% | +91.9% | +69.6% |
| 6M | +11.8% | -22.3% | +34.2% | +13.6% |
| YTD | +35.4% | -52.2% | +87.6% | +45.6% |
| 1Y | +37.0% | -45.1% | +82.1% | +41.1% |
| 3Y | +260.1% | -37.1% | +297.2% | +180.8% |
| 5Y | +262.6% | -80.3% | +342.9% | +232.8% |
| 10Y | +1,039.2% | +45.2% | +994.0% | +305.9% |
| All | +1,039.2% | +43.6% | +995.6% | +305.9% |
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