+41.2%
USB vs THC
+250.3%
-209.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.4% |
| 7D | +1.4% | -0.7% | +2.1% | +1.5% |
| 30D | -1.3% | +1.3% | -2.6% | -1.6% |
| 3M | +15.2% | +64.2% | -49.0% | +4.1% |
| 6M | +18.8% | +8.3% | +10.6% | +16.2% |
| YTD | +21.0% | +33.4% | -12.4% | +12.9% |
| 1Y | +34.0% | +37.7% | -3.7% | +23.6% |
| 3Y | +95.3% | +236.8% | -141.5% | +40.4% |
| All | +41.2% | +250.3% | -209.1% | +1.6% |
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