-17.7%
NVO vs THC
+258.4%
-276.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | +3.3% | +1.0% | +2.3% | +3.2% |
| 30D | +9.2% | +5.3% | +3.9% | +8.6% |
| 3M | -9.8% | +7.1% | -16.9% | -10.5% |
| 6M | -10.4% | +46.0% | -56.5% | -14.2% |
| YTD | -14.1% | +43.9% | -58.0% | -18.0% |
| 1Y | -11.1% | +45.4% | -56.5% | -15.4% |
| 3Y | -54.9% | +421.3% | -476.2% | -63.6% |
| All | -17.7% | +258.4% | -276.1% | -31.3% |
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