+82.5%
NUE vs THC
+40.9%
+41.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +4.2% | -0.7% | +4.9% | +4.3% |
| 30D | -5.0% | +1.3% | -6.2% | -5.1% |
| 3M | -0.2% | +64.2% | -64.5% | -3.7% |
| 6M | +49.1% | +8.3% | +40.9% | +47.7% |
| YTD | +61.0% | +33.4% | +27.6% | +57.4% |
| 1Y | +82.5% | +37.7% | +44.9% | +75.7% |
| All | +82.5% | +40.9% | +41.7% | +75.7% |
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