+101.3%
NOK vs THC
+248.0%
-146.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.4% | +6.5% |
| 7D | +7.3% | -2.6% | +9.8% | +7.6% |
| 30D | +13.8% | -1.2% | +15.0% | +13.9% |
| 3M | -27.0% | +58.9% | -85.9% | -32.3% |
| 6M | +37.6% | +9.3% | +28.3% | +35.3% |
| YTD | +64.6% | +30.4% | +34.2% | +56.1% |
| 1Y | +132.0% | +34.6% | +97.4% | +117.0% |
| 3Y | +183.7% | +246.7% | -63.0% | +109.9% |
| 5Y | +101.3% | +244.5% | -143.2% | +41.4% |
| All | +101.3% | +248.0% | -146.7% | +41.4% |
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 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