+49.1%
THC vs RUN
-52.5%
+101.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -10.6% | +11.0% | +0.1% |
| 7D | +8.8% | +0.3% | +8.5% | +8.9% |
| 30D | +10.0% | +14.0% | -4.0% | +10.6% |
| 3M | +11.7% | -11.8% | +23.4% | +11.3% |
| 6M | +52.5% | -40.4% | +92.9% | +51.3% |
| YTD | +46.1% | -52.7% | +98.7% | +41.7% |
| 1Y | +49.1% | -52.5% | +101.6% | +44.0% |
| All | +49.1% | -52.5% | +101.6% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling