-35.7%
AUR vs THC
+291.5%
-327.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | -6.4% | -1.2% | -5.2% | -6.2% |
| 3M | +7.7% | +52.3% | -44.6% | -10.3% |
| 6M | +44.5% | +12.4% | +32.1% | +35.3% |
| YTD | +67.4% | +32.7% | +34.8% | +44.1% |
| 1Y | +15.4% | +36.4% | -20.9% | -3.2% |
| 3Y | +94.8% | +259.3% | -164.5% | -0.2% |
| 5Y | -35.1% | +262.7% | -297.8% | -68.6% |
| All | -35.7% | +291.5% | -327.2% | -68.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling