+5,059.0%
NI vs THC
+508.9%
+4,550.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +2.0% | -0.7% | +2.7% | +2.1% |
| 30D | -3.5% | +1.3% | -4.8% | -3.7% |
| 3M | -9.1% | +64.2% | -73.4% | -13.4% |
| 6M | -11.8% | +8.3% | -20.1% | -12.9% |
| YTD | +1.1% | +33.4% | -32.3% | -2.1% |
| 1Y | +6.7% | +37.7% | -31.0% | +2.9% |
| 3Y | +71.1% | +236.8% | -165.7% | +50.1% |
| 5Y | +94.3% | +249.3% | -154.9% | +66.5% |
| 10Y | +135.8% | +995.2% | -859.5% | +70.1% |
| All | +5,059.0% | +508.9% | +4,550.1% | +3,102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling