+8,438.8%
USB vs THC
+508.9%
+7,930.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.1% |
| 6M | +18.8% | +8.3% | +10.6% | +16.2% |
| YTD | +21.0% | +33.4% | -12.4% | +13.6% |
| 1Y | +34.0% | +37.7% | -3.7% | +24.7% |
| 3Y | +95.3% | +236.8% | -141.5% | +51.7% |
| 5Y | +40.4% | +249.3% | -208.9% | +4.8% |
| 10Y | +107.3% | +995.2% | -887.9% | +12.1% |
| All | +8,438.8% | +508.9% | +7,930.0% | +3,377.2% |
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