+192.3%
NI vs THC
+1,879.5%
-1,687.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.5% |
| 7D | +0.6% | +0.2% | +0.3% | +0.6% |
| 30D | +11.2% | +9.0% | +2.2% | +10.1% |
| 3M | +9.2% | +12.9% | -3.8% | +7.6% |
| 6M | -1.8% | +52.8% | -54.7% | -6.9% |
| YTD | +12.0% | +47.4% | -35.4% | +6.3% |
| 1Y | +6.4% | +47.7% | -41.3% | +0.9% |
| 3Y | +99.4% | +444.7% | -345.3% | +59.6% |
| 5Y | +113.1% | +269.3% | -156.1% | +73.6% |
| 10Y | +192.3% | +1,913.5% | -1,721.3% | +93.6% |
| All | +192.3% | +1,879.5% | -1,687.3% | +93.6% |
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