+213.9%
NRG vs THC
+258.2%
-44.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.9% | -7.4% | -4.4% |
| 7D | +3.9% | +4.1% | -0.2% | +2.9% |
| 30D | -3.0% | +3.5% | -6.5% | -3.9% |
| 3M | -10.9% | +61.7% | -72.7% | -22.0% |
| 6M | -25.3% | +11.8% | -37.1% | -27.8% |
| YTD | -26.8% | +35.4% | -62.2% | -33.4% |
| 1Y | -23.3% | +37.0% | -60.3% | -30.8% |
| All | +213.9% | +258.2% | -44.3% | +137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling