+262.3%
THC vs NYT
+39.3%
+223.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | +1.5% | +4.5% | -2.9% | +0.2% |
| 3M | +59.9% | -8.5% | +68.4% | +63.1% |
| 6M | +11.0% | -15.1% | +26.0% | +15.3% |
| YTD | +32.6% | -3.3% | +35.9% | +32.2% |
| 1Y | +37.4% | +17.0% | +20.4% | +28.8% |
| 3Y | +252.5% | +55.7% | +196.9% | +188.7% |
| 5Y | +262.3% | +38.9% | +223.5% | +155.1% |
| All | +262.3% | +39.3% | +223.1% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 5y: compounded portfolio wealth divided by compounded NYT 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…
5y analysis · Full analysis span regression · 6 months rolling