+207.2%
UMC vs THC
+40.9%
+166.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.6% |
| 7D | +5.0% | -0.7% | +5.6% | +4.9% |
| 30D | +7.7% | +1.3% | +6.4% | +7.8% |
| 3M | +1.7% | +64.2% | -62.6% | -0.3% |
| 6M | +113.9% | +8.3% | +105.6% | +113.0% |
| YTD | +168.9% | +33.4% | +135.5% | +166.7% |
| 1Y | +207.2% | +37.7% | +169.5% | +201.7% |
| All | +207.2% | +40.9% | +166.3% | +201.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling