-18.6%
NRG vs THC
+40.9%
-59.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.6% | +5.8% | +6.4% |
| 7D | +7.1% | -0.7% | +7.8% | +7.1% |
| 30D | -1.4% | +1.3% | -2.7% | -1.6% |
| 3M | -10.5% | +64.2% | -74.7% | -17.3% |
| 6M | -26.7% | +8.3% | -35.0% | -26.0% |
| YTD | -24.5% | +33.4% | -57.9% | -28.0% |
| 1Y | -18.6% | +37.7% | -56.2% | -22.5% |
| All | -18.6% | +40.9% | -59.4% | -22.5% |
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