+246.7%
THC vs NWSA
+44.8%
+201.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.6% |
| 7D | -2.6% | -2.6% | +0.1% | -1.6% |
| 30D | -1.2% | +4.6% | -5.7% | -2.8% |
| 3M | +58.9% | +10.2% | +48.7% | +52.8% |
| 6M | +9.3% | +21.6% | -12.3% | +1.1% |
| YTD | +30.4% | +14.6% | +15.7% | +23.2% |
| 1Y | +34.6% | +0.4% | +34.2% | +36.0% |
| 3Y | +246.7% | +45.0% | +201.7% | +180.8% |
| All | +246.7% | +44.8% | +201.9% | +180.8% |
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