+1,362.7%
THC vs URA
-31.1%
+1,393.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | -0.7% | +1.1% | -1.7% | -1.1% |
| 30D | +1.3% | +7.4% | -6.1% | -1.7% |
| 3M | +64.2% | -8.4% | +72.6% | +66.9% |
| 6M | +8.3% | -12.7% | +21.0% | +10.6% |
| YTD | +33.4% | +7.8% | +25.6% | +22.9% |
| 1Y | +37.7% | +19.5% | +18.2% | +18.7% |
| 3Y | +236.8% | +116.4% | +120.4% | +112.0% |
| 5Y | +249.3% | +134.3% | +115.0% | +98.4% |
| 10Y | +995.2% | +359.3% | +636.0% | +325.0% |
| All | +1,362.7% | -31.1% | +1,393.9% | +859.0% |
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