-0.9%
NVO vs THC
+254.2%
-255.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.0% |
| 7D | -7.4% | 0.0% | -7.4% | -7.4% |
| 30D | -5.5% | +1.5% | -7.1% | -5.7% |
| 3M | +4.1% | +59.9% | -55.8% | -1.1% |
| 6M | +19.3% | +11.0% | +8.4% | +17.4% |
| YTD | -9.2% | +32.6% | -41.8% | -12.6% |
| 1Y | -15.0% | +37.4% | -52.4% | -18.7% |
| 3Y | -50.9% | +252.5% | -303.4% | -58.6% |
| 5Y | -0.9% | +262.3% | -263.2% | -16.1% |
| All | -0.9% | +254.2% | -255.1% | -16.1% |
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 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