+1,046.6%
NRG vs THC
+1,021.1%
+25.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.8% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -6.8% | +1.5% | -8.3% | -7.2% |
| 3M | -7.1% | +59.9% | -67.0% | -16.4% |
| 6M | -27.6% | +11.0% | -38.5% | -30.0% |
| YTD | -29.2% | +32.6% | -61.8% | -34.2% |
| 1Y | -29.9% | +37.4% | -67.3% | -35.5% |
| 3Y | +198.7% | +252.5% | -53.9% | +124.7% |
| 5Y | +192.9% | +262.3% | -69.4% | +110.9% |
| All | +1,046.6% | +1,021.1% | +25.5% | +512.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling