+145.3%
NUE vs THC
+244.9%
-99.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.4% |
| 7D | +1.8% | -2.6% | +4.3% | +2.2% |
| 30D | -6.0% | -1.2% | -4.8% | -5.8% |
| 3M | +1.4% | +58.9% | -57.5% | -7.4% |
| 6M | +52.8% | +9.3% | +43.5% | +49.3% |
| YTD | +58.1% | +30.4% | +27.8% | +48.6% |
| 1Y | +80.4% | +34.6% | +45.8% | +67.6% |
| 3Y | +62.3% | +246.7% | -184.4% | +19.4% |
| All | +145.3% | +244.9% | -99.6% | +83.6% |
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