+233.1%
THC vs UMAC
+216.2%
+16.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.9% |
| 7D | +0.2% | -2.9% | +3.2% | +0.2% |
| 30D | +9.0% | -35.6% | +44.6% | +9.0% |
| 3M | +12.9% | -51.3% | +64.2% | +12.9% |
| 6M | +52.8% | -17.5% | +70.4% | +52.1% |
| YTD | +47.4% | -0.7% | +48.1% | +46.1% |
| 1Y | +47.7% | +16.5% | +31.2% | +45.9% |
| All | +233.1% | +216.2% | +16.9% | +224.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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