+56.7%
NOC vs THC
+274.4%
-217.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | 0.0% |
| 7D | -5.8% | +3.7% | -9.5% | -6.0% |
| 30D | +10.9% | +9.0% | +1.8% | +10.5% |
| 3M | -7.1% | +10.4% | -17.5% | -7.5% |
| 6M | -5.3% | +45.7% | -51.0% | -6.9% |
| YTD | -6.8% | +42.6% | -49.4% | -8.4% |
| 1Y | -6.7% | +38.8% | -45.5% | -8.3% |
| 3Y | +17.2% | +418.8% | -401.6% | +7.4% |
| All | +56.7% | +274.4% | -217.6% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling