+1,480.9%
THC vs URA
-53.7%
+1,534.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.3% | -0.1% |
| 7D | +5.9% | -13.3% | +19.1% | +11.2% |
| 30D | +10.8% | -25.9% | +36.7% | +22.7% |
| 3M | +9.4% | -27.8% | +37.2% | +21.4% |
| 6M | +53.3% | -42.8% | +96.1% | +82.0% |
| YTD | +44.2% | -27.5% | +71.7% | +51.9% |
| 1Y | +37.3% | -35.1% | +72.4% | +50.3% |
| 3Y | +421.6% | +31.1% | +390.5% | +293.8% |
| 5Y | +279.8% | +29.8% | +250.1% | +175.5% |
| 10Y | +1,513.9% | +265.1% | +1,248.7% | +571.2% |
| All | +1,480.9% | -53.7% | +1,534.6% | +1,084.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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