+2,771.1%
NOW vs THC
+1,122.6%
+1,648.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | +20.5% | +1.3% | +19.2% | +20.2% |
| 3M | +18.3% | +64.2% | -45.9% | +8.8% |
| 6M | +24.1% | +8.3% | +15.8% | +21.7% |
| YTD | -7.8% | +33.4% | -41.2% | -13.1% |
| 1Y | -21.4% | +37.7% | -59.1% | -26.6% |
| 3Y | +19.5% | +236.8% | -217.3% | -6.4% |
| 5Y | +4.1% | +249.3% | -245.2% | -21.0% |
| 10Y | +826.4% | +995.2% | -168.8% | +423.0% |
| All | +2,771.1% | +1,122.6% | +1,648.6% | +1,568.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling