+156.8%
NOC vs THC
+1,818.8%
-1,662.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | +14.1% | +7.5% | +6.6% | +13.5% |
| 3M | -4.5% | +7.5% | -12.0% | -5.0% |
| 6M | -0.8% | +46.4% | -47.2% | -3.5% |
| YTD | -2.5% | +44.4% | -46.9% | -5.4% |
| 1Y | -0.1% | +43.4% | -43.5% | -3.0% |
| 3Y | +24.6% | +433.3% | -408.7% | +8.8% |
| 5Y | +65.6% | +262.5% | -196.9% | +46.2% |
| All | +156.8% | +1,818.8% | -1,662.0% | +101.2% |
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 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