+1,135.8%
URI vs THC
+1,813.2%
-677.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +6.7% | +1.0% | +5.8% | +6.5% |
| 30D | +8.9% | +5.3% | +3.6% | +6.9% |
| 3M | +0.5% | +7.1% | -6.6% | -1.9% |
| 6M | +20.7% | +46.0% | -25.4% | +5.6% |
| YTD | +40.0% | +43.9% | -3.9% | +21.9% |
| 1Y | +34.4% | +45.4% | -11.0% | +16.3% |
| 3Y | +149.5% | +421.3% | -271.8% | +36.6% |
| 5Y | +205.6% | +261.5% | -55.9% | +79.1% |
| All | +1,135.8% | +1,813.2% | -677.4% | +328.4% |
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