+381.9%
THC vs RUN
-31.9%
+413.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.7% | +1.3% | -1.9% | -0.9% |
| 30D | +1.3% | -15.3% | +16.5% | +3.6% |
| 3M | +64.2% | -40.0% | +104.3% | +76.1% |
| 6M | +8.3% | -27.0% | +35.2% | +11.2% |
| YTD | +33.4% | -51.7% | +85.1% | +42.8% |
| 1Y | +37.7% | -45.9% | +83.6% | +42.0% |
| 3Y | +236.8% | -43.8% | +280.6% | +177.4% |
| 5Y | +249.3% | -80.5% | +329.7% | +224.5% |
| 10Y | +995.2% | +45.3% | +950.0% | +459.9% |
| All | +381.9% | -31.9% | +413.8% | +151.6% |
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