+504.4%
NOW vs THC
+1,818.8%
-1,314.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | 0.0% | -1.7% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -27.4% | +7.5% | -34.9% | -28.3% |
| 3M | -19.4% | +7.5% | -27.0% | -20.6% |
| 6M | +13.1% | +46.4% | -33.3% | +5.7% |
| YTD | -34.3% | +44.4% | -78.6% | -39.0% |
| 1Y | -41.8% | +43.4% | -85.2% | -45.9% |
| 3Y | -20.7% | +433.3% | -454.0% | -42.5% |
| 5Y | -27.2% | +262.5% | -289.7% | -45.2% |
| All | +504.4% | +1,818.8% | -1,314.4% | +228.5% |
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 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