+118.0%
NOK vs THC
+40.9%
+77.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.8% |
| 7D | -1.8% | -0.7% | -1.1% | -1.9% |
| 30D | +4.7% | +1.3% | +3.4% | +4.9% |
| 3M | -39.7% | +64.2% | -103.9% | -33.7% |
| 6M | +23.1% | +8.3% | +14.8% | +29.9% |
| YTD | +55.0% | +33.4% | +21.6% | +65.1% |
| 1Y | +118.0% | +37.7% | +80.4% | +117.4% |
| All | +118.0% | +40.9% | +77.2% | +117.4% |
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