-9.0%
AUR vs THC
+46.1%
-55.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +9.6% | -14.0% | -4.2% |
| 7D | -19.8% | +8.8% | -28.7% | -19.6% |
| 30D | -29.0% | +12.6% | -41.7% | -28.8% |
| 3M | -43.6% | +15.4% | -58.9% | -43.3% |
| 6M | -36.6% | +57.7% | -94.3% | -35.9% |
| YTD | +6.3% | +47.1% | -40.8% | +7.6% |
| 1Y | -9.0% | +40.7% | -49.7% | -7.3% |
| All | -9.0% | +46.1% | -55.2% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling