+127.9%
UAL vs THC
+262.3%
-134.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +6.2% |
| 7D | +10.2% | +7.5% | +2.7% | +8.2% |
| 30D | +12.0% | +9.6% | +2.5% | +9.3% |
| 3M | -7.1% | +10.3% | -17.3% | -9.7% |
| 6M | +20.9% | +51.8% | -30.9% | +6.8% |
| YTD | +7.7% | +45.4% | -37.8% | -4.3% |
| 1Y | +23.6% | +40.8% | -17.2% | +10.6% |
| 3Y | +222.6% | +448.8% | -226.2% | +87.7% |
| 5Y | +127.9% | +263.4% | -135.4% | +47.9% |
| All | +127.9% | +262.3% | -134.3% | +47.9% |
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