+1,913.5%
THC vs RVTY
+219.6%
+1,694.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.2% |
| 7D | +0.2% | -0.7% | +1.0% | +0.5% |
| 30D | +9.0% | +1.7% | +7.3% | +7.5% |
| 3M | +12.9% | +36.8% | -23.9% | -3.8% |
| 6M | +52.8% | +60.1% | -7.3% | +19.5% |
| YTD | +47.4% | +64.0% | -16.5% | +11.3% |
| 1Y | +47.7% | +68.2% | -20.5% | +9.7% |
| 3Y | +444.7% | +88.8% | +355.9% | +253.4% |
| 5Y | +269.3% | -10.5% | +279.8% | +263.3% |
| 10Y | +1,913.5% | +219.7% | +1,693.8% | +772.0% |
| All | +1,913.5% | +219.6% | +1,694.0% | +772.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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