+140.2%
NI vs THC
+1,021.1%
-880.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -1.4% | +1.5% | -2.9% | -1.6% |
| 3M | -10.6% | +59.9% | -70.5% | -15.5% |
| 6M | -9.9% | +11.0% | -20.9% | -11.4% |
| YTD | +1.2% | +32.6% | -31.4% | -2.8% |
| 1Y | +4.4% | +37.4% | -33.0% | -0.2% |
| 3Y | +68.6% | +252.5% | -183.9% | +42.0% |
| 5Y | +98.0% | +262.3% | -164.3% | +61.8% |
| All | +140.2% | +1,021.1% | -880.9% | +62.8% |
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