+35.4%
NVD vs THC
+52.5%
-17.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.4% | +10.4% | +10.7% |
| 7D | +43.9% | +8.8% | +35.0% | +40.6% |
| 30D | +74.0% | +10.0% | +64.0% | +69.7% |
| 3M | +48.3% | +11.7% | +36.7% | +44.8% |
| All | +35.4% | +52.5% | -17.1% | +28.2% |
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