-10.8%
NVTS vs THC
+46.1%
-56.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +9.6% | -0.6% | +10.3% |
| 7D | -0.3% | +8.8% | -9.2% | +0.8% |
| 30D | -24.4% | +12.6% | -37.0% | -23.0% |
| 3M | -26.5% | +15.4% | -41.8% | -24.7% |
| 6M | -41.4% | +57.7% | -99.1% | -37.6% |
| YTD | +30.7% | +47.1% | -16.4% | +40.2% |
| 1Y | -10.8% | +40.7% | -51.5% | -4.2% |
| All | -10.8% | +46.1% | -56.9% | -4.2% |
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