+32.6%
NET vs THC
+295.7%
-263.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.6% | -12.2% | -6.3% |
| 7D | -16.4% | +8.8% | -25.2% | -19.4% |
| 30D | -25.8% | +12.6% | -38.5% | -29.6% |
| 3M | -11.5% | +15.4% | -26.9% | -17.0% |
| 6M | +18.9% | +57.7% | -38.8% | -4.1% |
| YTD | +35.2% | +47.1% | -11.8% | +10.4% |
| 1Y | +14.5% | +40.7% | -26.2% | -5.1% |
| 3Y | +313.8% | +432.1% | -118.3% | +49.6% |
| 5Y | +32.6% | +301.9% | -269.3% | -44.9% |
| All | +32.6% | +295.7% | -263.1% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling