+123.3%
UAL vs THC
+258.8%
-135.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -3.9% | -5.4% |
| 7D | +0.7% | +0.1% | +0.5% | +0.7% |
| 30D | +7.8% | +7.5% | +0.3% | +5.7% |
| 3M | -11.1% | +7.5% | -18.6% | -12.9% |
| 6M | +16.1% | +46.4% | -30.4% | +3.6% |
| YTD | -0.5% | +44.4% | -44.9% | -11.3% |
| 1Y | +11.3% | +43.4% | -32.2% | -0.9% |
| 3Y | +192.8% | +433.3% | -240.5% | +71.9% |
| 5Y | +123.3% | +262.5% | -139.3% | +43.9% |
| All | +123.3% | +258.8% | -135.5% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling