+16,804.7%
NOC vs THC
+566.8%
+16,237.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.7% |
| 7D | -0.3% | +8.8% | -9.1% | -1.1% |
| 30D | +14.1% | +10.0% | +4.1% | +13.1% |
| 3M | -4.6% | +11.7% | -16.3% | -5.7% |
| 6M | +0.7% | +52.5% | -51.7% | -3.3% |
| YTD | -2.6% | +46.1% | -48.7% | -6.5% |
| 1Y | -1.0% | +49.1% | -50.1% | -5.1% |
| 3Y | +24.5% | +439.6% | -415.1% | +4.4% |
| 5Y | +64.3% | +263.2% | -198.8% | +39.6% |
| 10Y | +162.8% | +1,900.5% | -1,737.7% | +74.2% |
| All | +16,804.7% | +566.8% | +16,237.9% | +9,667.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling