+1,575.9%
NRG vs THC
+329.8%
+1,246.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.9% |
| 7D | +9.3% | -2.6% | +11.8% | +9.8% |
| 30D | +1.3% | -1.2% | +2.4% | +1.4% |
| 3M | -6.0% | +58.9% | -64.9% | -14.8% |
| 6M | -22.0% | +9.3% | -31.3% | -24.3% |
| YTD | -24.1% | +30.4% | -54.5% | -29.0% |
| 1Y | -18.0% | +34.6% | -52.6% | -24.0% |
| 3Y | +220.0% | +246.7% | -26.6% | +144.4% |
| 5Y | +201.1% | +244.5% | -43.4% | +121.8% |
| 10Y | +1,085.1% | +950.1% | +135.0% | +512.8% |
| All | +1,575.9% | +329.8% | +1,246.2% | +652.2% |
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