+432.7%
THC vs RUN
-30.6%
+463.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.3% |
| 7D | +0.2% | +3.2% | -2.9% | -0.6% |
| 30D | +9.0% | +19.5% | -10.5% | +5.2% |
| 3M | +12.9% | -9.6% | +22.5% | +13.5% |
| 6M | +52.8% | -37.3% | +90.2% | +60.9% |
| YTD | +47.4% | -50.7% | +98.1% | +56.0% |
| 1Y | +47.7% | -54.1% | +101.8% | +57.7% |
| 3Y | +444.7% | -3.9% | +448.6% | +299.6% |
| 5Y | +269.3% | -84.4% | +353.7% | +263.8% |
| 10Y | +1,913.5% | +77.5% | +1,836.0% | +903.0% |
| All | +432.7% | -30.6% | +463.2% | +174.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling