+2,494.8%
NVDL vs THC
+467.7%
+2,027.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.1% | -2.6% | -4.1% |
| 7D | -8.7% | 0.0% | -8.7% | -8.7% |
| 30D | -1.3% | +1.5% | -2.9% | -2.1% |
| 3M | +11.4% | +59.9% | -48.5% | -6.6% |
| 6M | +22.9% | +11.0% | +11.9% | +17.5% |
| YTD | +15.4% | +32.6% | -17.2% | +2.4% |
| 1Y | +18.8% | +37.4% | -18.6% | +2.5% |
| 3Y | +641.4% | +252.5% | +388.8% | +321.6% |
| All | +2,494.8% | +467.7% | +2,027.1% | +1,024.3% |
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