+7,128.3%
URI vs THC
+225.7%
+6,902.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.0% | -5.1% | -6.6% |
| 7D | -12.9% | +5.9% | -18.8% | -14.3% |
| 30D | -3.4% | +10.8% | -14.2% | -6.1% |
| 3M | -10.0% | +9.4% | -19.5% | -12.3% |
| 6M | +12.2% | +53.3% | -41.1% | -0.4% |
| YTD | +29.8% | +44.2% | -14.4% | +16.1% |
| 1Y | +24.6% | +37.3% | -12.7% | +12.5% |
| 3Y | +137.6% | +421.6% | -284.0% | +49.1% |
| 5Y | +176.6% | +279.8% | -103.2% | +81.1% |
| 10Y | +1,402.6% | +1,513.9% | -111.3% | +505.7% |
| All | +7,128.3% | +225.7% | +6,902.7% | +2,452.3% |
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