+393.6%
COHR vs THC
+258.1%
+135.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +8.3% | -0.5% | +8.9% | +8.4% |
| 30D | -14.1% | -1.2% | -13.0% | -14.1% |
| 3M | -16.0% | +52.3% | -68.3% | -28.0% |
| 6M | +21.5% | +12.4% | +9.1% | +15.0% |
| YTD | +65.4% | +32.7% | +32.8% | +45.8% |
| 1Y | +195.0% | +36.4% | +158.7% | +155.1% |
| 3Y | +830.2% | +259.3% | +570.9% | +430.3% |
| All | +393.6% | +258.1% | +135.5% | +171.8% |
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