+164.1%
URI vs THC
+428.0%
-263.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.0% | +4.9% | +6.5% |
| 7D | -4.0% | +7.5% | -11.5% | -5.4% |
| 30D | +6.8% | +9.6% | -2.8% | +4.8% |
| 3M | -2.8% | +10.3% | -13.1% | -4.8% |
| 6M | +20.9% | +51.8% | -30.9% | +10.1% |
| YTD | +40.2% | +45.4% | -5.2% | +28.6% |
| 1Y | +34.1% | +40.8% | -6.7% | +23.6% |
| 3Y | +164.1% | +448.8% | -284.7% | +43.9% |
| All | +164.1% | +428.0% | -263.8% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling