+8.0%
U vs THC
+238.5%
-230.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -3.8% | -0.7% | -3.2% | -3.7% |
| 30D | +17.5% | +1.3% | +16.2% | +17.1% |
| 3M | +38.7% | +64.2% | -25.5% | +25.2% |
| 6M | +104.4% | +8.3% | +96.1% | +101.7% |
| YTD | -5.7% | +33.4% | -39.1% | -12.9% |
| 1Y | +3.7% | +37.7% | -34.0% | -6.0% |
| All | +8.0% | +238.5% | -230.5% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling