+496.1%
THC vs NYT
+758.3%
-262.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -0.5% | -0.6% | +0.1% | -0.4% |
| 30D | -1.2% | +4.6% | -5.7% | -2.6% |
| 3M | +52.3% | -9.6% | +61.9% | +56.2% |
| 6M | +12.4% | -14.0% | +26.4% | +16.7% |
| YTD | +32.7% | -2.8% | +35.5% | +32.4% |
| 1Y | +36.4% | +15.6% | +20.8% | +28.6% |
| 3Y | +259.3% | +56.3% | +203.0% | +202.3% |
| 5Y | +262.7% | +39.5% | +223.2% | +209.2% |
| 10Y | +1,016.4% | +488.0% | +528.4% | +525.2% |
| All | +496.1% | +758.3% | -262.2% | +138.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling