+113.0%
NVTS vs THC
+40.9%
+72.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.4% |
| 7D | +2.7% | -0.7% | +3.4% | +2.7% |
| 30D | -4.5% | +1.3% | -5.7% | -4.4% |
| 3M | -61.5% | +64.2% | -125.8% | -62.7% |
| 6M | +28.0% | +8.3% | +19.7% | +37.7% |
| YTD | +65.3% | +33.4% | +31.9% | +67.4% |
| 1Y | +113.0% | +37.7% | +75.3% | +99.5% |
| All | +113.0% | +40.9% | +72.1% | +99.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling