-0.1%
UMC vs THC
+49.7%
-49.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -2.4% |
| 7D | +17.8% | +0.1% | +17.6% | +17.8% |
| 30D | -29.6% | +7.5% | -37.1% | -28.2% |
| 3M | -18.4% | +7.5% | -25.9% | -16.8% |
| 6M | -0.1% | +46.4% | -46.6% | +5.8% |
| All | -0.1% | +49.7% | -49.8% | +5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling