+415.1%
THC vs RUN
-23.6%
+438.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | +3.7% | +33.4% | -29.7% | -1.3% |
| 30D | +9.0% | +31.1% | -22.1% | +3.9% |
| 3M | +10.4% | +6.4% | +4.0% | +8.2% |
| 6M | +45.7% | -22.2% | +67.9% | +48.1% |
| YTD | +42.6% | -45.8% | +88.3% | +48.8% |
| 1Y | +38.8% | -51.1% | +89.9% | +46.3% |
| 3Y | +418.8% | -3.0% | +421.8% | +282.7% |
| 5Y | +275.7% | -82.2% | +357.9% | +261.2% |
| 10Y | +1,496.2% | +111.9% | +1,384.3% | +679.0% |
| All | +415.1% | -23.6% | +438.7% | +162.1% |
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