+7,238.0%
NEE vs THC
+508.9%
+6,729.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +1.9% | -0.7% | +2.6% | +2.0% |
| 30D | -2.2% | +1.3% | -3.4% | -2.3% |
| 3M | -1.2% | +64.2% | -65.4% | -5.4% |
| 6M | -8.6% | +8.3% | -16.8% | -9.6% |
| YTD | +6.2% | +33.4% | -27.2% | +3.1% |
| 1Y | +21.1% | +37.7% | -16.6% | +17.1% |
| 3Y | +36.4% | +236.8% | -200.4% | +21.1% |
| 5Y | +11.4% | +249.3% | -237.9% | -3.1% |
| 10Y | +250.0% | +995.2% | -745.3% | +160.0% |
| All | +7,238.0% | +508.9% | +6,729.1% | +4,696.7% |
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 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