+186.3%
NOC vs THC
+952.2%
-766.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.8% |
| 7D | -2.7% | -2.6% | -0.1% | -2.5% |
| 30D | -8.9% | -1.2% | -7.7% | -8.8% |
| 3M | -3.7% | +58.9% | -62.6% | -6.4% |
| 6M | -30.8% | +9.3% | -40.1% | -31.4% |
| YTD | -7.9% | +30.4% | -38.3% | -9.7% |
| 1Y | -9.4% | +34.6% | -44.0% | -11.5% |
| 3Y | +29.0% | +246.7% | -217.7% | +17.3% |
| 5Y | +56.1% | +244.5% | -188.5% | +39.8% |
| 10Y | +186.3% | +950.1% | -763.8% | +129.3% |
| All | +186.3% | +952.2% | -766.0% | +129.3% |
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