+314.1%
NEM vs THC
+961.7%
-647.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | +3.9% | -2.6% | +6.4% | +4.0% |
| 30D | +12.7% | -1.2% | +13.9% | +12.8% |
| 3M | +28.7% | +58.9% | -30.3% | +25.3% |
| 6M | +9.8% | +9.3% | +0.4% | +9.0% |
| YTD | +28.1% | +30.4% | -2.3% | +25.8% |
| 1Y | +69.3% | +34.6% | +34.8% | +65.9% |
| 3Y | +247.7% | +246.7% | +1.0% | +223.8% |
| 5Y | +153.4% | +244.5% | -91.2% | +133.5% |
| All | +314.1% | +961.7% | -647.6% | +268.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling