+16.9%
NU vs THC
+285.4%
-268.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | +4.0% | +8.8% | -4.8% | +1.5% |
| 30D | -25.1% | +10.0% | -35.1% | -27.2% |
| 3M | -12.8% | +11.7% | -24.5% | -15.9% |
| 6M | -12.5% | +52.5% | -64.9% | -24.0% |
| YTD | -27.8% | +46.1% | -73.9% | -37.2% |
| 1Y | -24.6% | +49.1% | -73.7% | -35.0% |
| 3Y | +41.8% | +439.6% | -397.9% | -25.9% |
| All | +16.9% | +285.4% | -268.4% | -35.6% |
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