+160.7%
UMC vs THC
+208.5%
-47.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.7% |
| 7D | +17.8% | +0.1% | +17.6% | +17.8% |
| 30D | -29.6% | +7.5% | -37.1% | -30.5% |
| 3M | -18.4% | +7.5% | -25.9% | -19.5% |
| 6M | -0.1% | +46.4% | -46.6% | -7.2% |
| YTD | +104.0% | +44.4% | +59.7% | +89.1% |
| 1Y | +121.5% | +43.4% | +78.1% | +105.2% |
| 3Y | +135.0% | +433.3% | -298.3% | +71.9% |
| 5Y | +83.0% | +262.5% | -179.5% | +38.7% |
| 10Y | +1,312.7% | +1,871.5% | -558.9% | +603.1% |
| All | +160.7% | +208.5% | -47.8% | +38.7% |
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