+1,857.3%
UMC vs THC
+1,002.8%
+854.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.9% | +0.1% | +3.5% |
| 7D | +13.6% | +4.1% | +9.5% | +13.0% |
| 30D | +20.8% | +3.5% | +17.2% | +20.1% |
| 3M | +16.1% | +61.7% | -45.6% | +7.9% |
| 6M | +137.3% | +11.8% | +125.5% | +131.6% |
| YTD | +193.8% | +35.4% | +158.3% | +178.3% |
| 1Y | +236.1% | +37.0% | +199.1% | +217.0% |
| 3Y | +267.1% | +260.1% | +7.0% | +197.1% |
| 5Y | +145.3% | +262.6% | -117.3% | +93.6% |
| 10Y | +1,857.3% | +1,039.2% | +818.1% | +1,202.7% |
| All | +1,857.3% | +1,002.8% | +854.5% | +1,202.7% |
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 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