-26.4%
NOW vs THC
+274.4%
-300.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -3.0% | +3.7% | -6.7% | -4.0% |
| 30D | -26.0% | +9.0% | -35.1% | -27.7% |
| 3M | -13.1% | +10.4% | -23.5% | -15.5% |
| 6M | +14.5% | +45.7% | -31.2% | +3.4% |
| YTD | -33.4% | +42.6% | -76.0% | -40.4% |
| 1Y | -40.6% | +38.8% | -79.4% | -46.6% |
| 3Y | -16.3% | +418.8% | -435.1% | -54.0% |
| All | -26.4% | +274.4% | -300.7% | -56.6% |
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