+7,487.7%
NEE vs THC
+566.8%
+6,920.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +2.3% | +8.8% | -6.5% | +1.6% |
| 30D | +11.5% | +10.0% | +1.4% | +10.6% |
| 3M | +2.6% | +11.7% | -9.1% | +1.6% |
| 6M | -6.0% | +52.5% | -58.4% | -9.5% |
| YTD | +9.8% | +46.1% | -36.3% | +5.7% |
| 1Y | +4.7% | +49.1% | -44.4% | +0.6% |
| 3Y | +71.0% | +439.6% | -368.6% | +46.2% |
| 5Y | +15.8% | +263.2% | -247.3% | +0.5% |
| 10Y | +287.3% | +1,900.5% | -1,613.2% | +175.7% |
| All | +7,487.7% | +566.8% | +6,920.9% | +4,820.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling