+87.8%
NUE vs THC
+46.1%
+41.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +9.6% | -11.6% | -2.8% |
| 7D | -1.4% | +8.8% | -10.3% | -2.1% |
| 30D | +6.6% | +12.6% | -6.1% | +5.4% |
| 3M | -2.0% | +15.4% | -17.4% | -3.5% |
| 6M | +19.2% | +57.7% | -38.5% | +14.0% |
| YTD | +65.6% | +47.1% | +18.5% | +59.7% |
| 1Y | +87.8% | +40.7% | +47.2% | +82.2% |
| All | +87.8% | +46.1% | +41.7% | +82.2% |
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 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