+17,590.3%
COR vs THC
+574.9%
+17,015.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.7% |
| 7D | +0.8% | +3.7% | -2.9% | +0.3% |
| 30D | +5.1% | +9.0% | -3.9% | +4.0% |
| 3M | +2.8% | +10.4% | -7.6% | +1.4% |
| 6M | +32.5% | +45.7% | -13.1% | +25.6% |
| YTD | -0.7% | +42.6% | -43.2% | -6.0% |
| 1Y | -6.7% | +38.8% | -45.5% | -11.5% |
| 3Y | +73.7% | +418.8% | -345.1% | +35.7% |
| 5Y | +177.9% | +275.7% | -97.8% | +119.5% |
| 10Y | +533.8% | +1,496.2% | -962.5% | +266.3% |
| All | +17,590.3% | +574.9% | +17,015.4% | +9,607.7% |
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