+501.5%
NVT vs THC
+1,081.9%
-580.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +8.0% | +1.0% | +7.0% | +7.7% |
| 30D | -24.8% | +5.3% | -30.1% | -26.3% |
| 3M | -32.4% | +7.1% | -39.5% | -34.3% |
| 6M | -33.5% | +46.0% | -79.5% | -41.9% |
| YTD | +13.2% | +43.9% | -30.7% | -1.8% |
| 1Y | +9.0% | +45.4% | -36.5% | -5.9% |
| 3Y | +129.4% | +421.3% | -291.9% | +26.8% |
| 5Y | +230.1% | +261.5% | -31.4% | +92.4% |
| All | +501.5% | +1,081.9% | -580.4% | +101.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling