+555.2%
THC vs NWSA
+99.5%
+455.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.6% |
| 7D | +7.5% | -10.5% | +18.0% | +13.6% |
| 30D | +9.6% | -8.8% | +18.3% | +14.4% |
| 3M | +10.3% | -6.5% | +16.8% | +13.4% |
| 6M | +51.8% | -1.3% | +53.1% | +50.7% |
| YTD | +45.4% | +2.5% | +42.9% | +39.6% |
| 1Y | +40.8% | +0.2% | +40.6% | +36.6% |
| 3Y | +448.8% | +27.6% | +421.2% | +355.2% |
| 5Y | +263.4% | +17.0% | +246.4% | +206.4% |
| 10Y | +1,800.1% | +148.3% | +1,651.7% | +889.3% |
| All | +555.2% | +99.5% | +455.7% | +264.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling