+14.0%
NUE vs THC
+49.7%
-35.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | 0.0% |
| 7D | +6.1% | +0.1% | +6.0% | +6.1% |
| 30D | +2.7% | +7.5% | -4.7% | +2.1% |
| 3M | -3.8% | +7.5% | -11.4% | -4.5% |
| 6M | +14.0% | +46.4% | -32.4% | +6.4% |
| All | +14.0% | +49.7% | -35.7% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling