-25.7%
NOW vs THC
+262.3%
-288.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.3% |
| 7D | -3.1% | +7.5% | -10.5% | -4.9% |
| 30D | -27.0% | +9.6% | -36.6% | -28.8% |
| 3M | -17.7% | +10.3% | -28.0% | -20.0% |
| 6M | +12.7% | +51.8% | -39.1% | +0.6% |
| YTD | -32.9% | +45.4% | -78.4% | -40.3% |
| 1Y | -40.4% | +40.8% | -81.2% | -46.6% |
| 3Y | -17.1% | +448.8% | -465.9% | -55.4% |
| 5Y | -25.7% | +263.4% | -289.1% | -55.0% |
| All | -25.7% | +262.3% | -288.0% | -55.0% |
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