+128.8%
AUR vs THC
+423.7%
-294.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -4.5% | +1.0% | -5.5% | -4.7% |
| 30D | -16.6% | +5.3% | -21.9% | -18.0% |
| 3M | -38.5% | +7.1% | -45.6% | -39.9% |
| 6M | -49.9% | +46.0% | -95.9% | -56.3% |
| YTD | +9.6% | +43.9% | -34.3% | -5.5% |
| 1Y | +1.2% | +45.4% | -44.2% | -13.6% |
| 3Y | +128.8% | +421.3% | -292.5% | -19.8% |
| All | +128.8% | +423.7% | -294.9% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling