-26.0%
NOW vs THC
+287.8%
-313.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -3.9% | -5.4% |
| 7D | -6.7% | +5.9% | -12.5% | -8.1% |
| 30D | -25.8% | +10.8% | -36.6% | -27.8% |
| 3M | -12.7% | +9.4% | -22.1% | -14.9% |
| 6M | +11.2% | +53.3% | -42.0% | -0.9% |
| YTD | -33.2% | +44.2% | -77.3% | -40.3% |
| 1Y | -41.8% | +37.3% | -79.1% | -47.5% |
| 3Y | -15.7% | +421.6% | -437.2% | -53.7% |
| 5Y | -26.0% | +279.8% | -305.9% | -56.7% |
| All | -26.0% | +287.8% | -313.8% | -56.7% |
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