-99.2%
NVD vs THC
+260.0%
-359.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.3% | +6.1% | +3.3% |
| 7D | -7.7% | -2.6% | -5.1% | -8.3% |
| 30D | -5.8% | -1.2% | -4.6% | -6.1% |
| 3M | -23.2% | +58.9% | -82.1% | -11.6% |
| 6M | -49.7% | +9.3% | -59.1% | -48.5% |
| YTD | -47.7% | +30.4% | -78.1% | -42.9% |
| 1Y | -61.3% | +34.6% | -95.9% | -57.0% |
| 3Y | -99.2% | +246.7% | -345.8% | -98.8% |
| All | -99.2% | +260.0% | -359.2% | -98.7% |
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