-36.6%
AUR vs THC
+293.5%
-330.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +8.7% | -0.7% | +9.4% | +9.0% |
| 30D | -5.2% | +1.3% | -6.5% | -5.9% |
| 3M | -7.3% | +64.2% | -71.6% | -25.2% |
| 6M | +41.2% | +8.3% | +32.9% | +34.4% |
| YTD | +65.1% | +33.4% | +31.7% | +41.9% |
| 1Y | +13.4% | +37.7% | -24.3% | -5.2% |
| 3Y | +98.1% | +236.8% | -138.7% | +4.4% |
| 5Y | -36.0% | +249.3% | -285.3% | -69.1% |
| All | -36.6% | +293.5% | -330.1% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling