+14,317.4%
NUE vs THC
+508.9%
+13,808.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +4.2% | -0.7% | +4.9% | +4.3% |
| 30D | -5.0% | +1.3% | -6.2% | -5.3% |
| 3M | -0.2% | +64.2% | -64.5% | -9.1% |
| 6M | +49.1% | +8.3% | +40.9% | +45.8% |
| YTD | +61.0% | +33.4% | +27.6% | +51.0% |
| 1Y | +82.5% | +37.7% | +44.9% | +69.6% |
| 3Y | +57.9% | +236.8% | -178.9% | +21.8% |
| 5Y | +146.6% | +249.3% | -102.7% | +82.8% |
| 10Y | +561.6% | +995.2% | -433.6% | +248.5% |
| All | +14,317.4% | +508.9% | +13,808.5% | +5,374.1% |
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