+65.0%
NUE vs THC
+258.2%
-193.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | 0.0% |
| 7D | -2.3% | +4.1% | -6.4% | -2.9% |
| 30D | -6.1% | +3.5% | -9.6% | -6.7% |
| 3M | +1.7% | +61.7% | -60.1% | -5.9% |
| 6M | +53.1% | +11.8% | +41.2% | +49.9% |
| YTD | +59.0% | +35.4% | +23.6% | +50.4% |
| 1Y | +85.3% | +37.0% | +48.3% | +74.2% |
| All | +65.0% | +258.2% | -193.2% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling