-0.1%
NOC vs THC
+44.8%
-44.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -4.1% |
| YTD | -2.5% | +44.4% | -46.9% | -5.7% |
| 1Y | -0.1% | +43.4% | -43.5% | -3.3% |
| All | -0.1% | +44.8% | -44.9% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling