+186.4%
COP vs THC
+250.3%
-63.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | +3.0% | -0.7% | +3.7% | +3.1% |
| 30D | +17.5% | +1.3% | +16.2% | +17.3% |
| 3M | +13.4% | +64.2% | -50.9% | +6.8% |
| 6M | +17.7% | +8.3% | +9.5% | +16.4% |
| YTD | +46.6% | +33.4% | +13.2% | +40.7% |
| 1Y | +44.6% | +37.7% | +6.9% | +37.8% |
| 3Y | +20.7% | +236.8% | -216.1% | -0.9% |
| All | +186.4% | +250.3% | -63.9% | +144.6% |
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