+1,340.7%
URI vs THC
+1,421.6%
-81.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | -9.8% | +3.7% | -13.5% | -10.9% |
| 30D | +1.7% | +9.0% | -7.3% | -1.0% |
| 3M | -9.1% | +10.4% | -19.5% | -11.9% |
| 6M | +9.9% | +45.7% | -35.8% | -2.9% |
| YTD | +31.2% | +42.6% | -11.4% | +15.6% |
| 1Y | +25.9% | +38.8% | -12.8% | +11.5% |
| 3Y | +147.4% | +418.8% | -271.4% | +41.7% |
| 5Y | +179.7% | +275.7% | -95.9% | +68.7% |
| All | +1,340.7% | +1,421.6% | -81.0% | +479.4% |
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 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