+13,834.6%
NUE vs THC
+557.1%
+13,277.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | +2.8% | +1.0% | +1.8% | +2.6% |
| 30D | -2.1% | +5.3% | -7.4% | -3.2% |
| 3M | -7.3% | +7.1% | -14.4% | -8.7% |
| 6M | +8.9% | +46.0% | -37.2% | +0.9% |
| YTD | +55.6% | +43.9% | +11.7% | +43.7% |
| 1Y | +74.7% | +45.4% | +29.2% | +60.7% |
| 3Y | +71.7% | +421.3% | -349.6% | +22.4% |
| 5Y | +141.2% | +261.5% | -120.3% | +77.9% |
| 10Y | +429.6% | +1,865.8% | -1,436.3% | +155.6% |
| All | +13,834.6% | +557.1% | +13,277.6% | +5,107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling