+1,272.7%
UMC vs THC
+1,813.2%
-540.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +11.2% | +1.0% | +10.2% | +11.1% |
| 30D | -28.0% | +5.3% | -33.4% | -28.6% |
| 3M | -20.5% | +7.1% | -27.6% | -21.4% |
| 6M | -1.6% | +46.0% | -47.6% | -7.4% |
| YTD | +99.4% | +43.9% | +55.4% | +87.1% |
| 1Y | +120.4% | +45.4% | +75.0% | +106.3% |
| 3Y | +134.2% | +421.3% | -287.1% | +79.4% |
| 5Y | +78.8% | +261.5% | -182.6% | +40.3% |
| All | +1,272.7% | +1,813.2% | -540.5% | +783.9% |
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