+161.3%
NOC vs THC
+1,325.8%
-1,164.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.5% |
| 7D | -2.9% | +7.5% | -10.4% | -3.4% |
| 30D | +12.1% | +9.6% | +2.6% | +11.4% |
| 3M | -5.3% | +10.3% | -15.5% | -6.0% |
| 6M | -1.0% | +51.8% | -52.8% | -4.0% |
| YTD | -4.3% | +45.4% | -49.7% | -7.1% |
| 1Y | -3.6% | +40.8% | -44.4% | -6.4% |
| 3Y | +22.9% | +448.8% | -425.9% | +7.1% |
| 5Y | +60.4% | +263.4% | -203.0% | +41.6% |
| 10Y | +161.3% | +1,800.1% | -1,638.8% | +104.9% |
| All | +161.3% | +1,325.8% | -1,164.5% | +104.9% |
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