+6,893.4%
URI vs THC
+201.3%
+6,692.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | -12.9% | +1.3% | -14.2% | -13.3% |
| 3M | -6.7% | +64.2% | -71.0% | -18.3% |
| 6M | +19.0% | +8.3% | +10.7% | +15.1% |
| YTD | +25.5% | +33.4% | -7.8% | +14.8% |
| 1Y | +5.5% | +37.7% | -32.1% | -4.7% |
| 3Y | +111.3% | +236.8% | -125.5% | +47.9% |
| 5Y | +198.6% | +249.3% | -50.7% | +99.7% |
| 10Y | +1,179.9% | +995.2% | +184.7% | +462.9% |
| All | +6,893.4% | +201.3% | +6,692.1% | +2,424.2% |
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