+257.6%
THC vs NTRS
+91.2%
+166.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.4% | -2.7% |
| 7D | 0.0% | +0.3% | -0.3% | -0.2% |
| 30D | +1.5% | +0.2% | +1.4% | +1.4% |
| 3M | +59.9% | +13.2% | +46.7% | +50.6% |
| 6M | +11.0% | +36.9% | -26.0% | -5.5% |
| YTD | +32.6% | +39.1% | -6.5% | +11.0% |
| 1Y | +37.4% | +50.4% | -13.1% | +10.0% |
| 3Y | +252.5% | +166.8% | +85.8% | +98.4% |
| All | +257.6% | +91.2% | +166.5% | +144.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling