+92.6%
UAL vs THC
+1,421.6%
-1,329.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.4% |
| 7D | +8.2% | +3.7% | +4.5% | +6.9% |
| 30D | +2.3% | +9.0% | -6.7% | -0.6% |
| 3M | -12.7% | +10.4% | -23.1% | -15.7% |
| 6M | +12.7% | +45.7% | -33.0% | -1.7% |
| YTD | +0.8% | +42.6% | -41.8% | -12.2% |
| 1Y | +17.8% | +38.8% | -21.0% | +3.2% |
| 3Y | +206.7% | +418.8% | -212.1% | +63.8% |
| 5Y | +113.9% | +275.7% | -161.8% | +19.6% |
| All | +92.6% | +1,421.6% | -1,329.0% | -35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling