+107.5%
UL vs THC
+1,818.8%
-1,711.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.5% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | +5.7% | +7.5% | -1.8% | +5.1% |
| 3M | +7.0% | +7.5% | -0.5% | +6.4% |
| 6M | +16.1% | +46.4% | -30.4% | +13.0% |
| YTD | +3.6% | +44.4% | -40.8% | +0.7% |
| 1Y | -1.4% | +43.4% | -44.8% | -4.1% |
| 3Y | +34.1% | +433.3% | -399.2% | +18.8% |
| 5Y | +32.0% | +262.5% | -230.5% | +18.1% |
| All | +107.5% | +1,818.8% | -1,711.3% | +69.0% |
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 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