-49.7%
NRG vs THC
+46.1%
-95.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +9.6% | -23.1% | -13.4% |
| 7D | -13.7% | +8.8% | -22.6% | -13.6% |
| 30D | -13.6% | +12.6% | -26.2% | -13.7% |
| 3M | -28.5% | +15.4% | -43.9% | -28.8% |
| 6M | -45.8% | +57.7% | -103.4% | -48.8% |
| YTD | -46.9% | +47.1% | -94.0% | -49.6% |
| 1Y | -49.7% | +40.7% | -90.4% | -51.4% |
| All | -49.7% | +46.1% | -95.9% | -51.4% |
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