+36.0%
UL vs THC
+413.3%
-377.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.4% |
| 7D | +1.1% | +3.7% | -2.6% | +0.8% |
| 30D | +8.2% | +9.0% | -0.8% | +7.4% |
| 3M | +4.5% | +10.4% | -5.9% | +3.6% |
| 6M | +12.6% | +45.7% | -33.1% | +9.3% |
| YTD | +3.5% | +42.6% | -39.1% | +0.6% |
| 1Y | -0.4% | +38.8% | -39.2% | -3.1% |
| 3Y | +36.0% | +418.8% | -382.8% | +25.7% |
| All | +36.0% | +413.3% | -377.3% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling