+148.8%
UMC vs THC
+212.1%
-63.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -8.3% | +8.8% | -17.1% | -9.5% |
| 30D | -34.5% | +10.0% | -44.5% | -35.6% |
| 3M | -20.0% | +11.7% | -31.6% | -21.5% |
| 6M | -0.7% | +52.5% | -53.2% | -8.4% |
| YTD | +94.7% | +46.1% | +48.6% | +80.1% |
| 1Y | +106.0% | +49.1% | +56.9% | +89.6% |
| 3Y | +124.3% | +439.6% | -315.4% | +63.7% |
| 5Y | +78.0% | +263.2% | -185.2% | +34.8% |
| 10Y | +1,225.9% | +1,900.5% | -674.6% | +558.3% |
| All | +148.8% | +212.1% | -63.3% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling