+248.5%
UAL vs THC
+914.4%
-665.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -3.9% |
| 7D | +5.0% | +5.9% | -0.9% | +3.1% |
| 30D | -1.2% | +10.8% | -12.1% | -4.5% |
| 3M | -16.8% | +9.4% | -26.2% | -19.4% |
| 6M | +18.0% | +53.3% | -35.3% | +1.4% |
| YTD | -1.2% | +44.2% | -45.3% | -14.1% |
| 1Y | +14.3% | +37.3% | -23.0% | +0.7% |
| 3Y | +194.6% | +421.6% | -227.0% | +59.7% |
| 5Y | +109.6% | +279.8% | -170.2% | +18.4% |
| 10Y | +93.1% | +1,513.9% | -1,420.8% | -43.8% |
| All | +248.5% | +914.4% | -665.8% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling