+244.5%
THC vs NVS
+88.8%
+155.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.9% | +11.7% | +3.6% |
| 7D | -2.6% | -14.6% | +12.1% | +3.7% |
| 30D | -1.2% | -11.9% | +10.7% | +3.4% |
| 3M | +58.9% | -6.0% | +64.9% | +61.5% |
| 6M | +9.3% | -11.4% | +20.7% | +14.0% |
| YTD | +30.4% | +2.9% | +27.4% | +26.8% |
| 1Y | +34.6% | +10.2% | +24.4% | +26.5% |
| 3Y | +246.7% | +55.3% | +191.3% | +165.1% |
| 5Y | +244.5% | +89.6% | +154.9% | +136.2% |
| All | +244.5% | +88.8% | +155.7% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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