+141.8%
UMC vs THC
+248.0%
-106.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.3% | +7.3% | +5.5% |
| 7D | +6.6% | -2.6% | +9.1% | +7.1% |
| 30D | +16.6% | -1.2% | +17.7% | +16.7% |
| 3M | +11.0% | +58.9% | -47.9% | -0.8% |
| 6M | +131.3% | +9.3% | +122.0% | +124.2% |
| YTD | +182.5% | +30.4% | +152.1% | +161.5% |
| 1Y | +222.3% | +34.6% | +187.7% | +194.4% |
| 3Y | +253.0% | +246.7% | +6.4% | +140.9% |
| 5Y | +141.8% | +244.5% | -102.7% | +60.0% |
| All | +141.8% | +248.0% | -106.1% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling