+973.2%
THC vs NTRS
+259.9%
+713.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.6% |
| 7D | -0.5% | +1.4% | -1.9% | -1.4% |
| 30D | -1.2% | -0.7% | -0.5% | -0.9% |
| 3M | +52.3% | +11.3% | +41.0% | +41.8% |
| 6M | +12.4% | +35.5% | -23.1% | -8.8% |
| YTD | +32.7% | +40.6% | -7.9% | +3.8% |
| 1Y | +36.4% | +49.2% | -12.9% | +2.0% |
| 3Y | +259.3% | +167.2% | +92.1% | +71.0% |
| 5Y | +262.7% | +94.9% | +167.7% | +108.6% |
| All | +973.2% | +259.9% | +713.3% | +485.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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