+448.8%
THC vs NWSA
+26.5%
+422.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | +7.5% | -10.5% | +18.0% | +11.4% |
| 30D | +9.6% | -8.8% | +18.3% | +12.7% |
| 3M | +10.3% | -6.5% | +16.8% | +12.3% |
| 6M | +51.8% | -1.3% | +53.1% | +51.2% |
| YTD | +45.4% | +2.5% | +42.9% | +42.8% |
| 1Y | +40.8% | +0.2% | +40.6% | +39.7% |
| 3Y | +448.8% | +27.6% | +421.2% | +380.5% |
| All | +448.8% | +26.5% | +422.3% | +380.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling