+36.2%
UPS vs THC
+952.2%
-916.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.5% |
| 7D | -2.1% | -2.6% | +0.4% | -1.8% |
| 30D | -2.3% | -1.2% | -1.1% | -2.2% |
| 3M | -5.2% | +58.9% | -64.1% | -10.5% |
| 6M | +1.4% | +9.3% | -7.9% | -0.2% |
| YTD | +6.1% | +30.4% | -24.3% | +2.1% |
| 1Y | +27.0% | +34.6% | -7.6% | +21.4% |
| 3Y | -25.9% | +246.7% | -272.6% | -37.9% |
| 5Y | -34.6% | +244.5% | -279.1% | -46.5% |
| 10Y | +36.2% | +950.1% | -913.9% | -6.3% |
| All | +36.2% | +952.2% | -916.1% | -6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling