+82.2%
UBER vs THC
+1,178.0%
-1,095.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -3.9% | -0.7% | -3.2% | -3.7% |
| 30D | +11.1% | +1.3% | +9.9% | +10.5% |
| 3M | +4.9% | +64.2% | -59.3% | -11.2% |
| 6M | -1.2% | +8.3% | -9.4% | -5.1% |
| YTD | -7.3% | +33.4% | -40.7% | -17.5% |
| 1Y | -17.6% | +37.7% | -55.3% | -28.0% |
| 3Y | +61.1% | +236.8% | -175.7% | -0.9% |
| 5Y | +87.9% | +249.3% | -161.4% | +7.7% |
| All | +82.2% | +1,178.0% | -1,095.7% | -49.7% |
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