+45.2%
NU vs THC
+257.2%
-212.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.0% | -3.3% |
| 7D | -2.6% | +4.1% | -6.7% | -3.8% |
| 30D | +8.2% | +3.5% | +4.7% | +6.9% |
| 3M | +26.3% | +61.7% | -35.5% | +8.0% |
| 6M | +2.2% | +11.8% | -9.6% | -2.4% |
| YTD | -10.4% | +35.4% | -45.8% | -20.2% |
| 1Y | -3.0% | +37.0% | -40.0% | -14.5% |
| 3Y | +120.3% | +260.1% | -139.8% | +32.3% |
| All | +45.2% | +257.2% | -212.0% | -18.1% |
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