+22.7%
USB vs THC
+287.8%
-265.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.7% |
| 7D | -1.5% | +5.9% | -7.3% | -2.6% |
| 30D | +4.3% | +10.8% | -6.5% | +2.2% |
| 3M | -6.1% | +9.4% | -15.5% | -7.9% |
| 6M | +9.4% | +53.3% | -43.9% | -0.2% |
| YTD | +15.2% | +44.2% | -29.0% | +5.6% |
| 1Y | +32.8% | +37.3% | -4.6% | +22.6% |
| 3Y | +91.3% | +421.6% | -330.3% | +23.9% |
| 5Y | +22.7% | +279.8% | -257.2% | -18.5% |
| All | +22.7% | +287.8% | -265.1% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling