+972.3%
THC vs NVMI
+3,108.0%
-2,135.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.5% |
| 7D | 0.0% | +3.8% | -3.8% | -1.1% |
| 30D | +1.5% | -7.6% | +9.1% | +3.5% |
| 3M | +59.9% | -28.0% | +87.9% | +71.1% |
| 6M | +11.0% | -15.3% | +26.3% | +10.6% |
| YTD | +32.6% | +11.5% | +21.1% | +19.4% |
| 1Y | +37.4% | +31.6% | +5.8% | +15.5% |
| 3Y | +252.5% | +207.0% | +45.6% | +95.2% |
| 5Y | +262.3% | +262.8% | -0.5% | +79.3% |
| All | +972.3% | +3,108.0% | -2,135.7% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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