-33.7%
UPS vs THC
+250.3%
-284.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | -3.5% | +1.3% | -4.8% | -3.7% |
| 3M | -5.7% | +64.2% | -70.0% | -12.2% |
| 6M | -4.4% | +8.3% | -12.6% | -6.0% |
| YTD | +8.0% | +33.4% | -25.4% | +2.9% |
| 1Y | +29.0% | +37.7% | -8.6% | +21.9% |
| 3Y | -27.7% | +236.8% | -264.5% | -43.1% |
| All | -33.7% | +250.3% | -284.1% | -50.6% |
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