+8,200.6%
USB vs THC
+571.3%
+7,629.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.6% | -7.7% | +0.2% |
| 7D | +2.4% | +8.8% | -6.4% | +0.8% |
| 30D | +6.6% | +12.6% | -6.1% | +4.3% |
| 3M | -4.1% | +15.4% | -19.5% | -6.7% |
| 6M | +12.5% | +57.7% | -45.2% | +3.0% |
| YTD | +17.6% | +47.1% | -29.4% | +8.4% |
| 1Y | +36.5% | +40.7% | -4.2% | +26.5% |
| 3Y | +95.4% | +432.1% | -336.7% | +40.1% |
| 5Y | +26.1% | +301.9% | -275.7% | -8.1% |
| 10Y | +101.3% | +1,546.5% | -1,445.2% | +1.9% |
| All | +8,200.6% | +571.3% | +7,629.3% | +3,218.0% |
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