+127.2%
NOK vs THC
+1,861.3%
-1,734.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.8% |
| 7D | -2.7% | +8.8% | -11.6% | -3.9% |
| 30D | -20.4% | +10.0% | -30.4% | -21.5% |
| 3M | -9.6% | +11.7% | -21.3% | -11.2% |
| 6M | -35.6% | +52.5% | -88.1% | -40.2% |
| YTD | +27.5% | +46.1% | -18.6% | +18.6% |
| 1Y | +18.4% | +49.1% | -30.7% | +9.6% |
| 3Y | +151.8% | +439.6% | -287.8% | +83.9% |
| 5Y | +61.1% | +263.2% | -202.0% | +21.5% |
| All | +127.2% | +1,861.3% | -1,734.1% | +27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling