+68.5%
UBER vs THC
+1,299.6%
-1,231.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +5.2% | +8.8% | -3.7% | +2.5% |
| 30D | -2.0% | +10.0% | -12.1% | -4.9% |
| 3M | -10.2% | +11.7% | -21.9% | -13.5% |
| 6M | -7.2% | +52.5% | -59.6% | -19.8% |
| YTD | -14.3% | +46.1% | -60.3% | -25.9% |
| 1Y | -25.6% | +49.1% | -74.7% | -36.3% |
| 3Y | +35.8% | +439.6% | -403.8% | -28.5% |
| 5Y | +61.5% | +263.2% | -201.7% | -8.2% |
| All | +68.5% | +1,299.6% | -1,231.1% | -54.9% |
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 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