+37.0%
THC vs NWSA
+2.0%
+35.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.2% | +3.9% |
| 7D | +4.1% | -3.1% | +7.1% | +4.4% |
| 30D | +3.5% | +4.3% | -0.8% | +3.2% |
| 3M | +61.7% | +9.2% | +52.5% | +59.6% |
| 6M | +11.8% | +21.6% | -9.7% | +11.5% |
| YTD | +35.4% | +14.2% | +21.2% | +36.1% |
| 1Y | +37.0% | +1.8% | +35.3% | +39.5% |
| All | +37.0% | +2.0% | +35.0% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling