+485.7%
THC vs NTRS
+7,620.3%
-7,134.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -1.8% |
| 7D | -2.6% | +1.7% | -4.2% | -3.3% |
| 30D | -1.2% | +0.1% | -1.3% | -1.3% |
| 3M | +58.9% | +9.8% | +49.1% | +52.5% |
| 6M | +9.3% | +34.7% | -25.3% | -4.7% |
| YTD | +30.4% | +37.4% | -7.0% | +12.0% |
| 1Y | +34.6% | +48.2% | -13.6% | +11.6% |
| 3Y | +246.7% | +163.5% | +83.2% | +118.6% |
| 5Y | +244.5% | +88.2% | +156.3% | +148.1% |
| 10Y | +950.1% | +246.8% | +703.3% | +502.4% |
| All | +485.7% | +7,620.3% | -7,134.7% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling