+229.1%
UMC vs THC
+33.0%
+196.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.7% |
| 7D | +11.4% | 0.0% | +11.4% | +11.4% |
| 30D | +16.8% | +1.5% | +15.2% | +16.9% |
| 3M | +19.1% | +59.9% | -40.8% | +16.8% |
| 6M | +137.4% | +11.0% | +126.5% | +136.4% |
| YTD | +186.4% | +32.6% | +153.8% | +183.6% |
| 1Y | +229.1% | +37.4% | +191.7% | +225.5% |
| All | +229.1% | +33.0% | +196.1% | +225.5% |
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