+64,642.4%
COHR vs THC
+518.1%
+64,124.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.3% | 0.0% |
| 7D | +13.0% | +4.1% | +8.9% | +12.3% |
| 30D | -6.7% | +3.5% | -10.2% | -7.2% |
| 3M | -14.7% | +61.7% | -76.5% | -21.5% |
| 6M | +20.3% | +11.8% | +8.4% | +16.7% |
| YTD | +64.4% | +35.4% | +29.0% | +54.3% |
| 1Y | +205.9% | +37.0% | +168.9% | +185.8% |
| 3Y | +814.1% | +260.1% | +554.0% | +632.4% |
| 5Y | +387.4% | +262.6% | +124.8% | +283.9% |
| 10Y | +1,308.9% | +1,039.2% | +269.7% | +770.4% |
| All | +64,642.4% | +518.1% | +64,124.3% | +34,833.7% |
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