+152.5%
NOK vs THC
+431.4%
-278.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.8% |
| 7D | -2.7% | +8.8% | -11.6% | -2.9% |
| 30D | -20.4% | +10.0% | -30.4% | -20.5% |
| 3M | -9.6% | +11.7% | -21.3% | -9.9% |
| 6M | -35.6% | +52.5% | -88.1% | -36.6% |
| YTD | +27.5% | +46.1% | -18.6% | +25.3% |
| 1Y | +18.4% | +49.1% | -30.7% | +15.9% |
| All | +152.5% | +431.4% | -278.9% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling