-34.5%
UPS vs THC
+274.4%
-308.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.3% |
| 7D | 0.0% | +3.7% | -3.6% | -0.4% |
| 30D | +17.3% | +9.0% | +8.3% | +16.0% |
| 3M | +6.6% | +10.4% | -3.8% | +5.1% |
| 6M | +12.0% | +45.7% | -33.7% | +5.8% |
| YTD | +14.4% | +42.6% | -28.2% | +7.9% |
| 1Y | +23.3% | +38.8% | -15.5% | +16.6% |
| 3Y | -9.6% | +418.8% | -428.5% | -34.0% |
| All | -34.5% | +274.4% | -308.8% | -50.9% |
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