-36.1%
AUR vs THC
+254.2%
-290.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.8% |
| 7D | +0.2% | 0.0% | +0.2% | +0.1% |
| 30D | -8.9% | +1.5% | -10.5% | -9.7% |
| 3M | +4.6% | +59.9% | -55.3% | -15.4% |
| 6M | +44.9% | +11.0% | +33.9% | +36.0% |
| YTD | +64.8% | +32.6% | +32.3% | +40.9% |
| 1Y | +16.4% | +37.4% | -21.0% | -3.5% |
| 3Y | +85.1% | +252.5% | -167.5% | -8.0% |
| 5Y | -36.1% | +262.3% | -298.5% | -70.6% |
| All | -36.1% | +254.2% | -290.3% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling