-28.2%
NBIS vs THC
+49.7%
-77.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -2.1% | -14.8% | -17.9% |
| 7D | +6.9% | +0.1% | +6.7% | +6.7% |
| 30D | -37.8% | +7.5% | -45.3% | -34.9% |
| 3M | -50.4% | +7.5% | -57.9% | -47.7% |
| 6M | -28.2% | +46.4% | -74.6% | -9.7% |
| All | -28.2% | +49.7% | -77.8% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 6mo: compounded portfolio wealth divided by compounded THC 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…
6mo analysis · Full analysis span regression · 6 months rolling