-98.5%
NVD vs THC
+450.2%
-548.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.4% | +10.4% | +11.0% |
| 7D | +43.9% | +8.8% | +35.0% | +46.6% |
| 30D | +74.0% | +10.0% | +64.0% | +77.6% |
| 3M | +48.3% | +11.7% | +36.7% | +52.0% |
| 6M | +30.3% | +52.5% | -22.1% | +45.8% |
| YTD | -12.9% | +46.1% | -58.9% | -2.5% |
| 1Y | -4.0% | +49.1% | -53.1% | +8.7% |
| 3Y | -98.5% | +439.6% | -538.1% | -97.5% |
| All | -98.5% | +450.2% | -548.6% | -97.5% |
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