+96.4%
NI vs THC
+248.0%
-151.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.5% |
| 7D | +2.3% | -2.6% | +4.8% | +2.6% |
| 30D | -1.7% | -1.2% | -0.5% | -1.6% |
| 3M | -8.0% | +58.9% | -66.9% | -12.9% |
| 6M | -8.6% | +9.3% | -18.0% | -9.9% |
| YTD | +2.3% | +30.4% | -28.0% | -1.3% |
| 1Y | +6.9% | +34.6% | -27.7% | +2.5% |
| 3Y | +70.6% | +246.7% | -176.1% | +41.8% |
| 5Y | +96.4% | +244.5% | -148.2% | +57.8% |
| All | +96.4% | +248.0% | -151.6% | +57.8% |
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 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