-8.3%
NOC vs THC
+40.1%
-48.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.4% | -0.9% |
| 7D | -1.6% | +4.1% | -5.7% | -1.9% |
| 30D | -10.4% | +3.5% | -13.9% | -10.6% |
| 3M | -5.6% | +61.7% | -67.4% | -8.7% |
| 6M | -30.4% | +11.8% | -42.2% | -31.9% |
| YTD | -8.5% | +35.4% | -43.9% | -11.0% |
| 1Y | -8.3% | +37.0% | -45.3% | -11.2% |
| All | -8.3% | +40.1% | -48.4% | -11.2% |
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 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