+1,688.8%
THC vs NTR
+81.1%
+1,607.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | +5.3% | +2.0% | +3.4% | +4.3% |
| 3M | +7.1% | +6.4% | +0.7% | +3.3% |
| 6M | +46.0% | +1.6% | +44.4% | +43.0% |
| YTD | +43.9% | +18.2% | +25.7% | +26.4% |
| 1Y | +45.4% | +23.9% | +21.5% | +24.1% |
| 3Y | +421.3% | +44.7% | +376.6% | +289.7% |
| 5Y | +261.5% | +21.3% | +240.1% | +153.5% |
| All | +1,688.8% | +81.1% | +1,607.7% | +706.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 all: compounded portfolio wealth divided by compounded NTR 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…
all analysis · Full analysis span regression · 6 months rolling