-2.7%
NOC vs THC
+50.5%
-53.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -4.5% |
| YTD | -4.3% | +45.4% | -49.7% | -7.4% |
| All | -2.7% | +50.5% | -53.2% | -5.9% |
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 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