+82.5%
UBER vs THC
+248.0%
-165.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -2.9% |
| 7D | -2.8% | -2.6% | -0.3% | -2.2% |
| 30D | -2.5% | -1.2% | -1.3% | -2.3% |
| 3M | +4.4% | +58.9% | -54.5% | -9.0% |
| 6M | -2.7% | +9.3% | -12.0% | -6.2% |
| YTD | -10.5% | +30.4% | -40.9% | -18.6% |
| 1Y | -22.5% | +34.6% | -57.1% | -30.7% |
| 3Y | +54.8% | +246.7% | -191.9% | -4.4% |
| 5Y | +82.5% | +244.5% | -162.0% | +8.0% |
| All | +82.5% | +248.0% | -165.5% | +8.0% |
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