-15.2%
NU vs THC
+43.7%
-58.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.3% | +12.0% | +11.8% |
| 7D | +9.9% | +1.0% | +8.9% | +9.8% |
| 30D | -11.5% | +5.3% | -16.8% | -11.9% |
| 3M | -5.1% | +7.1% | -12.2% | -5.8% |
| 6M | +3.1% | +46.0% | -42.9% | -1.8% |
| YTD | -21.0% | +43.9% | -65.0% | -24.7% |
| 1Y | -15.2% | +45.4% | -60.6% | -19.4% |
| All | -15.2% | +43.7% | -58.9% | -19.4% |
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