+575.6%
NUE vs THC
+1,022.1%
-446.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | -4.6% | -1.2% | -3.4% | -4.4% |
| 3M | -0.3% | +52.3% | -52.6% | -8.0% |
| 6M | +51.9% | +12.4% | +39.5% | +47.5% |
| YTD | +60.0% | +32.7% | +27.3% | +50.2% |
| 1Y | +82.9% | +36.4% | +46.5% | +70.2% |
| 3Y | +66.0% | +259.3% | -193.3% | +26.0% |
| 5Y | +149.0% | +262.7% | -113.7% | +82.7% |
| All | +575.6% | +1,022.1% | -446.4% | +299.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling