-40.6%
NOW vs THC
+35.6%
-76.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -3.0% | +3.7% | -6.7% | -3.1% |
| 30D | -26.0% | +9.0% | -35.1% | -26.3% |
| 3M | -13.1% | +10.4% | -23.5% | -13.6% |
| 6M | +14.5% | +45.7% | -31.2% | +13.5% |
| YTD | -33.4% | +42.6% | -76.0% | -33.1% |
| 1Y | -40.6% | +38.8% | -79.4% | -40.3% |
| All | -40.6% | +35.6% | -76.2% | -40.3% |
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 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