+354.6%
THC vs NVS
+1,269.4%
-914.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.6% |
| 7D | -0.7% | +4.0% | -4.7% | -2.8% |
| 30D | +1.3% | +3.6% | -2.3% | -0.9% |
| 3M | +64.2% | +7.8% | +56.4% | +57.7% |
| 6M | +8.3% | -0.2% | +8.4% | +7.8% |
| YTD | +33.4% | +19.6% | +13.8% | +20.9% |
| 1Y | +37.7% | +28.4% | +9.3% | +20.0% |
| 3Y | +236.8% | +76.2% | +160.6% | +145.3% |
| 5Y | +249.3% | +111.1% | +138.2% | +129.6% |
| 10Y | +995.2% | +224.3% | +771.0% | +495.1% |
| All | +354.6% | +1,269.4% | -914.8% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling