+254.7%
UPS vs THC
+419.4%
-164.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +2.2% |
| 7D | +1.1% | +7.5% | -6.3% | +0.4% |
| 30D | +17.3% | +9.6% | +7.8% | +16.2% |
| 3M | +7.9% | +10.3% | -2.4% | +6.7% |
| 6M | +13.7% | +51.8% | -38.1% | +8.3% |
| YTD | +17.2% | +45.4% | -28.3% | +11.7% |
| 1Y | +23.2% | +40.8% | -17.6% | +17.7% |
| 3Y | -5.9% | +448.8% | -454.7% | -23.6% |
| 5Y | -33.1% | +263.4% | -296.4% | -44.4% |
| 10Y | +44.3% | +1,800.1% | -1,755.7% | -7.0% |
| All | +254.7% | +419.4% | -164.7% | +113.4% |
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