+405.7%
COR vs THC
+1,000.2%
-594.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.9% |
| 7D | +2.8% | -0.7% | +3.4% | +2.8% |
| 30D | +4.5% | +1.3% | +3.3% | +4.3% |
| 3M | +22.7% | +64.2% | -41.6% | +15.6% |
| 6M | -9.7% | +8.3% | -18.0% | -11.0% |
| YTD | -1.4% | +33.4% | -34.8% | -5.4% |
| 1Y | +13.9% | +37.7% | -23.7% | +8.8% |
| 3Y | +94.0% | +236.8% | -142.8% | +63.4% |
| 5Y | +184.0% | +249.3% | -65.2% | +131.9% |
| All | +405.7% | +1,000.2% | -594.6% | +237.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling