+253.0%
UMC vs THC
+253.4%
-0.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.3% | +7.3% | +5.3% |
| 7D | +6.6% | -2.6% | +9.1% | +6.8% |
| 30D | +16.6% | -1.2% | +17.7% | +16.6% |
| 3M | +11.0% | +58.9% | -47.9% | +3.3% |
| 6M | +131.3% | +9.3% | +122.0% | +127.5% |
| YTD | +182.5% | +30.4% | +152.1% | +169.5% |
| 1Y | +222.3% | +34.6% | +187.7% | +204.2% |
| 3Y | +253.0% | +246.7% | +6.4% | +167.5% |
| All | +253.0% | +253.4% | -0.4% | +167.5% |
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 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