+70.6%
NI vs THC
+253.4%
-182.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.4% |
| 7D | +2.3% | -2.6% | +4.8% | +2.5% |
| 30D | -1.7% | -1.2% | -0.5% | -1.6% |
| 3M | -8.0% | +58.9% | -66.9% | -12.0% |
| 6M | -8.6% | +9.3% | -18.0% | -9.6% |
| YTD | +2.3% | +30.4% | -28.0% | -0.5% |
| 1Y | +6.9% | +34.6% | -27.7% | +3.4% |
| 3Y | +70.6% | +246.7% | -176.1% | +33.2% |
| All | +70.6% | +253.4% | -182.9% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling