+1,463.6%
THC vs URA
-51.6%
+1,515.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -2.6% |
| 7D | +3.7% | -4.1% | +7.8% | +5.1% |
| 30D | +9.0% | -19.0% | +28.1% | +16.9% |
| 3M | +10.4% | -25.1% | +35.5% | +20.9% |
| 6M | +45.7% | -44.5% | +90.2% | +75.0% |
| YTD | +42.6% | -24.3% | +66.9% | +47.9% |
| 1Y | +38.8% | -28.1% | +66.9% | +46.1% |
| 3Y | +418.8% | +40.7% | +378.2% | +280.8% |
| 5Y | +275.7% | +35.5% | +240.2% | +168.2% |
| 10Y | +1,496.2% | +281.2% | +1,215.1% | +553.4% |
| All | +1,463.6% | -51.6% | +1,515.3% | +1,053.4% |
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