+202.7%
NRG vs THC
+261.8%
-59.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.8% |
| 3M | -10.9% | +61.7% | -72.7% | -21.2% |
| 6M | -25.3% | +11.8% | -37.1% | -28.0% |
| YTD | -26.8% | +35.4% | -62.2% | -33.0% |
| 1Y | -23.3% | +37.0% | -60.3% | -30.2% |
| 3Y | +208.6% | +260.1% | -51.5% | +123.7% |
| All | +202.7% | +261.8% | -59.1% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling