+402.8%
NVT vs THC
+254.2%
+148.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.7% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | -7.2% | +1.5% | -8.7% | -7.6% |
| 3M | -0.9% | +59.9% | -60.8% | -11.4% |
| 6M | +42.6% | +11.0% | +31.6% | +38.1% |
| YTD | +52.9% | +32.6% | +20.3% | +41.4% |
| 1Y | +64.5% | +37.4% | +27.1% | +50.2% |
| 3Y | +178.0% | +252.5% | -74.6% | +94.4% |
| 5Y | +402.8% | +262.3% | +140.4% | +246.3% |
| All | +402.8% | +254.2% | +148.6% | +246.3% |
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