+444.6%
NEM vs THC
+550.9%
-106.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +13.4% | +3.7% | +9.7% | +13.2% |
| 30D | +6.5% | +9.0% | -2.6% | +6.1% |
| 3M | +14.9% | +10.4% | +4.5% | +14.4% |
| 6M | +5.5% | +45.7% | -40.2% | +3.6% |
| YTD | +21.9% | +42.6% | -20.7% | +19.6% |
| 1Y | +47.9% | +38.8% | +9.1% | +45.2% |
| 3Y | +238.2% | +418.8% | -180.6% | +212.8% |
| 5Y | +146.2% | +275.7% | -129.5% | +128.5% |
| 10Y | +309.3% | +1,496.2% | -1,186.9% | +246.7% |
| All | +444.6% | +550.9% | -106.3% | +358.4% |
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