+1,449.6%
NET vs THC
+919.4%
+530.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -7.0% | -0.7% | -6.3% | -6.8% |
| 30D | -4.8% | +1.3% | -6.1% | -5.0% |
| 3M | +3.8% | +64.2% | -60.4% | -5.7% |
| 6M | +50.0% | +8.3% | +41.8% | +46.7% |
| YTD | +41.5% | +33.4% | +8.1% | +32.5% |
| 1Y | +32.8% | +37.7% | -4.8% | +23.2% |
| 3Y | +335.9% | +236.8% | +99.1% | +235.5% |
| 5Y | +113.8% | +249.3% | -135.4% | +57.9% |
| All | +1,449.6% | +919.4% | +530.1% | +1,244.5% |
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