-27.3%
NRG vs THC
+37.3%
-64.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -4.7% | -0.5% | -4.2% | -4.6% |
| 30D | -6.0% | -1.2% | -4.8% | -5.9% |
| 3M | -8.0% | +52.3% | -60.2% | -14.1% |
| 6M | -23.2% | +12.4% | -35.6% | -23.2% |
| YTD | -28.1% | +32.7% | -60.7% | -31.5% |
| 1Y | -27.3% | +36.4% | -63.6% | -31.3% |
| All | -27.3% | +37.3% | -64.6% | -31.3% |
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