+1,266.9%
NRG vs THC
+374.5%
+892.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +10.0% | +1.0% | +9.0% | +9.8% |
| 30D | -3.2% | +5.3% | -8.6% | -4.6% |
| 3M | -18.5% | +7.1% | -25.6% | -20.0% |
| 6M | -25.3% | +46.0% | -71.3% | -31.6% |
| YTD | -38.1% | +43.9% | -82.1% | -43.4% |
| 1Y | -40.7% | +45.4% | -86.1% | -45.9% |
| 3Y | +121.8% | +421.3% | -299.5% | +56.8% |
| 5Y | +209.2% | +261.5% | -52.2% | +125.2% |
| 10Y | +981.4% | +1,865.8% | -884.5% | +403.1% |
| All | +1,266.9% | +374.5% | +892.4% | +499.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling